Hostname: page-component-cd9895bd7-dzt6s Total loading time: 0 Render date: 2024-12-23T18:19:40.912Z Has data issue: false hasContentIssue false

An Erdös-Rényi strong law for sample quantiles

Published online by Cambridge University Press:  14 July 2016

Stephen A. Book
Affiliation:
California State College, Dominguez Hills
Donald R. Truax
Affiliation:
California State College, Dominguez Hills

Abstract

From a random sample X1, X2, …, XN there can be constructed N – K + 1 successive sample means of the form for 0 ≦ nNK, where Erdös and Rényi (1970) studied the maximum Σ(N, K) of these N – K + 1 sample means. Under appropriate conditions, they showed that for a wide interval of λ's there exist constants C(λ), depending only on λ and the distribution from which the sample was selected, such that Σ(N, [C(λ) log N])→ λ a.s. as N→∞. In the present article, analogous results are developed for the maximum of the NK + 1 successive sample medians and, more generally, for all sample quantiles.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1976 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Bahadur, R. R. and Ranga Rao, R. (1960) On deviations of the sample mean. Ann. Math. Statist. 31, 10151027.Google Scholar
[2] Book, S. A. (1971) Large deviation probabilities for order statistics. Nav. Res. Logist. Quart. 18, 521523.Google Scholar
[3] Book, S. A. (1975) Large deviation probabilities and the Erdö s-Rényi law of large numbers. Canad. J. Statist. To appear.Google Scholar
[4] Erdös, P. and Rényi, A. (1970) On a new law of large numbers. J. Analyse Math. 23, 103111.Google Scholar