Hostname: page-component-848d4c4894-v5vhk Total loading time: 0 Render date: 2024-07-01T00:50:53.215Z Has data issue: false hasContentIssue false

On weak convergence of empirical processes for random number of independent stochastic vectors

Published online by Cambridge University Press:  24 October 2008

Pranab Kumar Sen
Affiliation:
University of North Carolina, Chapel Hill

Abstract

By the use of a semi-martingale property of the Kolmogorov supremum, the results of Pyke (6) on the weak convergence of the empirical process with random sample size are simplified and extended to the case of p(≥1)-dimensional stochastic vectors.

Type
Research Article
Copyright
Copyright © Cambridge Philosophical Society 1973

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

REFERENCES

(1)Blum, J. R., hanson, D. L. and Rosenblatt, J. I.On the central limit theorem for the sum of a random number of independent random variables. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 1 (1963), 389393.CrossRefGoogle Scholar
(2) Feller, W.An introduction to probability theory and its applications, Vol. 2 (John Wiley; New York, 1966).Google Scholar
(3)Kiefer, J. and Wolfowitz, J.On the deviations of the empiric distribution function of vector chance variables. Trans. Amer. Math. Soc. 87 (1958), 173186.CrossRefGoogle Scholar
(4)Mogyorodi, J.Limit distributions for sequences of random variables with random indices. Trans. 4th Prague Confer. Infor. Th. Statist. Dec. fn. Random. Proc. (1965), 463470.Google Scholar
(5)Neuhaus, G.On weak convergence of stochastic processes with multidimensional time parameter. Ann. Math. Statist. 42 (1971), 12851295.CrossRefGoogle Scholar
(6)Pyke, R.The weak convergence of the empirical process with random sample size. Proc. Cambridge Philos. Soc. 64 (1968), 155160.CrossRefGoogle Scholar
(7)Rényi, A.On mixing sequences of sets. Acta Math. Acad. Sci. Hungar. 9 (1958), 215228CrossRefGoogle Scholar