北京大学学报(自然科学版)2001,Vol.37Issue(3):289-293,5.
重截和的重对数律
A Law of the Iterated Logarithm forthe Heavily Trimmed Sums
摘要
Abstract
Let {X\-n,n≥1} be a sequence of i.i.d. random variables with common d.f. F(x).X\-\{1,n\}≤…≤X\-\{n,n\} are its order statistics. Q is the quantile function of F. It is shown that for any underlying distribution function F, the LIL for the heavily trimmed sums remains true, as long as λ and 1-λ are continuity points of Q and σ(λ)>0. Moreover, a strong approximation result is obtained in this case.关键词
重截和/重对数律/强逼近分类
数理科学引用本文复制引用
王芳,程士宏..重截和的重对数律[J].北京大学学报(自然科学版),2001,37(3):289-293,5.基金项目
国家自然科学基金资助(19771004)和云南省省院省校合作项目 (19771004)