Weak Convergence of Distribution of Concomitants of Fixed Rank Order Statistics

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Weak Convergence of Distribution of Concomitants of Fixed Rank Order Statistics

LI Xiande, CHENG Shihong

School of Mathematical Sciences, Peking University, Beijing, 100871

Received:1999-04-08 Online:2000-01-20 Published:2000-01-20

伴随固定边值分布函数的弱收敛

李贤德, 程士宏

北京大学数学科学学院，北京，100871

Abstract

Abstract: A Sufficient and necessary condition on weak convergence of joint distribution of fixed rank order statistics and its concomitants is obtained, also a sufficient condition on weak convergence of distribution of the maxima of concomitants of selected order statistics is obtained.

Key words: concomitant of order statistics, extreme-value distribution laws, weak convergence of distribution

摘要： 得到了固定秩次序统计量和它的伴随次序统计量联合分布弱收敛的一个充分必要条件，同时给出了一组选定的伴随次序统计量的极大值的分布函数弱收敛的充分条件。

关键词: 伴随次序统计量, 极值分布律型, 分布函数弱收敛

CLC Number:

LI Xiande,CHENG Shihong. Weak Convergence of Distribution of Concomitants of Fixed Rank Order Statistics[J]. Acta Scientiarum Naturalium Universitatis Pekinensis.

李贤德, 程士宏. 伴随固定边值分布函数的弱收敛[J]. 北京大学学报（自然科学版）.

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Weak Convergence of Distribution of Concomitants of Fixed Rank Order Statistics

伴随固定边值分布函数的弱收敛

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