Weak Convergence of Distribution of Concomitants of Fixed Rank Order Statistics

Acta Scientiarum Naturalium Universitatis Pekinensis

Previous Articles Next Articles

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）.

Add to citation manager EndNote|Ris|BibTeX

URL: https://xbna.pku.edu.cn/EN/

https://xbna.pku.edu.cn/EN/Y2000/V36/I1/44

[1]	CHEN Yanguang. An Approach Based on Euler’s Formula to Estimating Gini Coefficient of Pareto Distribution [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2018, 54(6): 1283-1289.
[2]	WANG Chao, WANG Hongli. Intrinsic Noise in Biological Kinetic Proofreading Processes [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2015, 51(6): 983-988.
[3]	KUANG Nenghui,CHEN Yong. Asymptotic Distributions of Order Statistics from Doubly Truncated Cauchy Distribution [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2011, 47(3): 385-388.
[4]	HAN Fang,WU Jingchen,XU Jiangfeng,DENG Minghua. Searching for Differentially Expressed Genes by PLS-VIP Method [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2009, 45(1): 1-5.
[5]	WANG Xi,SONG Jiannan,FANG Xiangzhong. Research on Multivariate Analysis for Symptom Diagnosis in Traditional Chinese Medicine [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2008, 44(5): 669-675.
[6]	ZHANG Bo . A Mathematical Model for the Parallelogram Method in Ratemaking [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2008, 44(3): 335-338.
[7]	HE Shuyuan,ZHAO Yu,FANG Xiangzhong. Equipment Reliability Estimation under Different Experiment Periods and Environments [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2008, 44(3): 331-334.
[8]	ZHANG Bo,QI Yongcheng. A Note on Compound Poisson Distributions [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2007, 43(3): 299-301.
[9]	ZHAO Hui,ZHENG Zhongguo,XU Jing. Causal Inference in the Models with Hidden Variables and Selection Bias [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2006, 42(5): 584-589.
[10]	HU Dekun,DONG Gang,XU Jicheng. Relative Value-at-Risk: A New Kind of Coherent Risk Measure [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2006, 42(5): 598-603.
[11]	CHEN Qizhi,CHEN Jiading. A Note to the Lorenz Curve and Gini Coefficient [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2006, 42(5): 613-618.
[12]	WU Guangxu ,CHENG Qiansheng,PAN Jiazhu. Nonparametric Estimation of Value-at-Risk of Chinese Stock Market [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2004, 40(5): 696-701.
[13]	CHEN Jiading,LI Ji. On the Lower Confidence Limits for the Structure Reliability [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2004, 40(5): 702-711.
[14]	ZHAN Huirong,CHENG Qiansheng. A New Multiple Control Variate Estimator for Asian Options [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2004, 40(1): 5-11.
[15]	TANG Hongmin,XIE Zhongjie. Stationarizing Two Classes of Nonstationary Processes by Wavelet [J]. Acta Scientiarum Naturalium Universitatis Pekinensis, 2004, 40(1): 19-28.

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

Knowledge

Abstract

Cite this article

share this article

References

Related Articles 15

Recommended Articles

Metrics