On the Asymptotic Normality of Certain Rank Order Statistics
Dwass, Meyer
Ann. Math. Statist., Tome 24 (1953) no. 4, p. 303-306 / Harvested from Project Euclid
Let $(R_1, \cdots, R_N)$ be a random vector which takes on each of the $N!$ permutations of the numbers $(1, \cdots, N)$ with equal probability, $1/N!$. Sufficient conditions are given for the asymptotic normality of $S_N = \sum^N_{i=1}a_{Ni}b_{NR_i}$, where $(a_{N1}, \cdots, a_{NN}), (b_{N1}, \cdots, b_{NN})$ are two sets of real numbers given for every $N$. These sufficient conditions are apparently quite different from those given by Wald and Wolfowitz [9] and extended by various writers [4, 7]. In some situations the conditions given here may be easier to apply than those given previously. The most general conditions available to date appear to be those of Hoeffding [4]. In the examples below, however, is given a case of an $S_N$ which does not satisfy the conditions required by Hoeffding's theorem but which is asymptotically normal by our results.
Publié le : 1953-06-14
Classification: 
@article{1177729038,
     author = {Dwass, Meyer},
     title = {On the Asymptotic Normality of Certain Rank Order Statistics},
     journal = {Ann. Math. Statist.},
     volume = {24},
     number = {4},
     year = {1953},
     pages = { 303-306},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729038}
}
Dwass, Meyer. On the Asymptotic Normality of Certain Rank Order Statistics. Ann. Math. Statist., Tome 24 (1953) no. 4, pp.  303-306. http://gdmltest.u-ga.fr/item/1177729038/