Convergence on randomly trimmed sums with a \(\varphi\)-mixing sample (Q674655)
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scientific article; zbMATH DE number 987496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence on randomly trimmed sums with a \(\varphi\)-mixing sample |
scientific article; zbMATH DE number 987496 |
Statements
Convergence on randomly trimmed sums with a \(\varphi\)-mixing sample (English)
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26 January 1998
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Let \(\{X_n\), \(n\geq 1\}\) be a sequence of random variables with a common distribution function, and for every \(n \geq 1\) let \(X_{n1} \leq X_{n2} \leq \ldots \leq X_{nn}\) be the order statistics of \(X_1, X_2,\ldots, X_n\). The paper presents a strong law of large numbers and a central limit theorem for the trimmed sums \(\sum_{i=\alpha_n+1}^{\beta_n} X_{ni}\) if the trimming levels \(0 \leq\alpha_n < \beta_n \leq n\) are integer-valued random variables and if the underlying data sequence \(\{ X_n, n \geq 1\}\) is \(\varphi\)-mixing. No proofs are given.
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randomly trimmed sums
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phi-mixing
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almost sure convergence
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asymptotic normality
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0.9472643
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0.90668184
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0.9031012
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0.8989759
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0.89593726
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0.8956933
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