Acta Scientiarum Naturalium Universitatis Pekinensis
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YANG Jingping
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杨静平
Abstract: Let {X, Xi, i≥1} be i.i.d. random variables with non-degenerate d.f.F, and |X(1)n|≥|X(2)n|≥...≥|X(n)n| be the order statistics of |X1|, |X2|,...,|Xn|. For rn→+∞,and rn/n→0 as n→+∞, write (rn)Sn=∑ni=rn+1X(i)n. This article gets the sufficient and necessary condition for (rn)Sn convcrgcs to normal in distribution.
Key words: trimmed sum, order statistics
摘要: 设{X, Xi, i≥1} 为独立同分布随机变量列,具有共同的非退化分布函数F,并且|X(1)n|≥|X(2)n|≥...≥|X(n)n|为|X1|, |X2|,...,|Xn|的次序统计量。对于rn→+∞,rn/n→0,记(rn)Sn=∑ni=rn+1X(i)n。本文得到了依分布收敛到正态的充要条件。
关键词: 次序统计量, 截断和
CLC Number:
O1211.4
YANG Jingping. Central Limit Theorem for Sums of Order Statistics[J]. Acta Scientiarum Naturalium Universitatis Pekinensis.
杨静平. 次序统计量之和的中心极限定理[J]. 北京大学学报(自然科学版).
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https://xbna.pku.edu.cn/EN/Y1995/V31/I5/527