The empirical distribution function and strong laws for functions of order statistics of uniform spacings (Q1067714)

From MaRDI portal





scientific article; zbMATH DE number 3930154
Language Label Description Also known as
English
The empirical distribution function and strong laws for functions of order statistics of uniform spacings
scientific article; zbMATH DE number 3930154

    Statements

    The empirical distribution function and strong laws for functions of order statistics of uniform spacings (English)
    0 references
    0 references
    1985
    0 references
    For a random sample of size N from a uniform distribution over (0,1), let \(U_{n:N}\) denote the \(n^{th}\) order statistic for \(1\leq n\leq N\). Define \(U_{0:N}=0\) and \(U_{n:N}=1+U_{n-N-1:N}\) for \(n>N\). Then uniform \(m^{th}\) order spacings are given by \(D(m,n,N)=U_{n+m:N}- U_{n:N}\) for \(0\leq n\leq N.\) This paper investigates the empirical distribution function of D's, as m and N approach infinity. It obtains a Glivenko-Cantelli theorem and almost sure bounds for this function. These results are applied to obtain a strong law of large numbers for smooth linear combinations of some functions of D's.
    0 references
    functions of order statistics
    0 references
    uniform spacings
    0 references
    uniform distribution
    0 references
    order spacings
    0 references
    empirical distribution
    0 references
    Glivenko-Cantelli theorem
    0 references
    almost sure bounds
    0 references
    strong law of large numbers
    0 references

    Identifiers