The Stochastic Convergence of a Function of Sample Successive Differences
Weiss, Lionel
Ann. Math. Statist., Tome 26 (1955) no. 4, p. 532-536 / Harvested from Project Euclid
Let $f(x)$ be a bounded density function over the finite interval [A, B] with at most a finite number of discountinities. Let $X_1, X_2, \cdots, X_n$ be independent chance variables each with the density $f(x).$ Define $Y_1 \leqq Y_2 \leqq \cdots \leqq Y _n$ as the ordered values of $X_1, X_2, \cdots, X_n,$ and $T_i$ as $Y_{i+1} - Y_i.$ Also define $R_n(t)$ as the proportion of the variates $T_1, \cdots, T_{n-1}$ not greater than $t / (n - 1).$ We shall denote $\lbrack 1 - \int^B_A fxe^{-tf(x)} dx=\rbrack$ by $S(t),$ and $\sup_{t\geqq 0} \|R_n(t) - S(t)\|$ by $V(n).$ Then it is shown that as $n$ increases, $V(n)$ converges stochastically to zero. The relation of this result to other results is discussed.
Publié le : 1955-09-14
Classification: 
@article{1177728501,
     author = {Weiss, Lionel},
     title = {The Stochastic Convergence of a Function of Sample Successive Differences},
     journal = {Ann. Math. Statist.},
     volume = {26},
     number = {4},
     year = {1955},
     pages = { 532-536},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728501}
}
Weiss, Lionel. The Stochastic Convergence of a Function of Sample Successive Differences. Ann. Math. Statist., Tome 26 (1955) no. 4, pp.  532-536. http://gdmltest.u-ga.fr/item/1177728501/