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eBook Sums, Trimmed Sums and Extremes (Progress in Probability) ePub

eBook Sums, Trimmed Sums and Extremes (Progress in Probability) ePub

by Hahn

  • ISBN: 0817635424
  • Category: Mathematics
  • Subcategory: Math Science
  • Author: Hahn
  • Language: English
  • Publisher: Birkhäuser; First Edition edition (December 5, 1990)
  • Pages: 418
  • ePub book: 1665 kb
  • Fb2 book: 1730 kb
  • Other: lit mbr doc rtf
  • Rating: 4.4
  • Votes: 730

Description

Progress in Probability. Sums, Trimmed Sums and Extremes. The past decade has seen a resurgence of interest in the study of the asymp­ totic behavior of sums formed from an independent sequence of random variables.

Progress in Probability. In particular, recent attention has focused on the interaction of the extreme summands with, and their influence upon, the sum.

Sums, Trimmed Sums and Extremes. Download (djvu, . 4 Mb) Donate Read.

Sums, Trimmed Sums and Extremes On large deviation probabilities in case of attraction to non-normal stable la. In: Progress in Probability, vol. 23.

Sums, Trimmed Sums and Extremes On large deviation probabilities in case of attraction to non-normal stable law. Jan 1968. Birkhäuser, Boston. On large deviation probabilities in case of attraction to non-normal stable law. Sankhy ¯ a Ser. A 30, 254–258.

Sums, Trimmed Sums and Extremes (Hahn, Mason and Weiner, Ed., 111-134. Birkhauser, Boston (1990) (Progress in Probability Series). Center, scale and asymptotic normality for censored sums of independent random variables. Sums, Trimmed Sums and Extremes (Hahn, Mason and Weiner, Ed., 135-177. 5. Center, scale and asymptotic normality for sums of independent random variables Proc.

In Sums, Trimmed Sums and Extremes. Progress in Probability 23 285–315. Boston, MA: Birkhäuser. A note on sums and maxima of independent, identically distributed random variables. Csörgő, S. and Megyesi, Z. (2002). Merging to semistable laws.

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Subjects: Probability (math. MSC classes: 60F05, 60E07. 02846v1 for this version).

Wα 78 Electronic Communications in Probability where Wα0 d Wα, Wα0 and Wα are . In: Sums, Trimmed Sums and Extremes.

We Randomly Weighted Self-Normalized Sums have 79 Pn Pn si Yi i 1 si Yi →d S(2), : i 1 Sn (2) : pPn 2 Vn i 1 Yi (26) where S(2) is a non-degenerate if and only if sY ∈ D (α), where 0 ≤ α ≤ 2. In the proof of Corollary. 2 we describe the possible limit laws and when they occur.

G. Shorack, Some Results for Linear Combinations, In: Sums, Trimmed Sums, and Extremes, M. G. HAHN, D. M. MASON and D. C. WEINER Ed. 1991 a, pp. 377-392, Progress in Probability, Birkhäuser, Boston, Vol. MR 1117278 Zbl 0724. CLT, WLLN, LIL and a Data Analytic Approach to Trimmed L-Statistics, Dept. of Statistics Technical Report, University of Washington, 1991 b. . Swanepoel, A Note in Proving that the (Modified) Bootstrap Works, Commun.

In: Sums, Trimmed Sums and Extremes (M. S. Csörgő, R. Dodunekova. Progress in Probability. Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean.

The past decade has seen a resurgence of interest in the study of the asymp­ totic behavior of sums formed from an independent sequence of random variables. In particular, recent attention has focused on the interaction of the extreme summands with, and their influence upon, the sum. As ob­ served by many authors, the limit theory for sums can be meaningfully expanded far beyond the scope of the classical theory if an "intermediate" portion (i. e. , an unbounded number but a vanishingly small proportion) of the extreme summands in the sum are deleted or otherwise modified (''trimmed',). The role of the normal law is magnified in these intermediate trimmed theories in that most or all of the resulting limit laws involve variance-mixtures of normals. The objective of this volume is to present the main approaches to this study of intermediate trimmed sums which have been developed so far, and to illustrate the methods with a variety of new results. The presentation has been divided into two parts. Part I explores the approaches which have evolved from classical analytical techniques (condi­ tionin~, Fourier methods, symmetrization, triangular array theory). Part II is Msed on the quantile transform technique and utilizes weak and strong approximations to uniform empirical process. The analytic approaches of Part I are represented by five articles involving two groups of authors.