平稳随机序列的变秩顺序统计量的联合渐近分布  

ON LIMITING JOINT DISTRIBUTIONS OF ORDER STATISTICS WITH VARIABLE RANKS FROM STATIONARY SEQUENCES

作　　者：王晓明[1] 

机构地区：[1]海军大连舰艇学院,大连市116013

出　　处：《应用概率统计》1992年第1期42-49,共8页Chinese Journal of Applied Probability and Statistics

摘　　要：设{X_n}是平稳序列,X_1^((n))≤…≤X_n^((n))是X_1…X_n的顺序统计量。{k_n(r)},r=1,2是二变秩序列。本文在某种相关条件限制下得到了{X_(kn)^((n))(1),X_(n-_(kn))^((n))(2)+1)}的极限分布。特别地,对满足k_n(r)/n→λ(r)∈[0,1),r=1,2的特殊秩序列,得到了{(X_(kn)^((n))(1),X_(n-_(kn))^((n))(2)+1)}的所有可能的极限分布类。Let{X_n} be a stationary sequence and X_1^(n)≤…≤X_n^(n) the order statistics of X_1, …, X_n. In this paper. We obtained a natural dependence restriction under which the limiting distributions of {(X_(kn(1))^(n), X_(n-kn(2)+1)^(n)} are determined where {k_n(r)}, r=1, 2 are two variable rank sequences In particular, the results for some special rank sequences {k_n(r)}, r=1, 2 satisfying k_n(r)/n→λ(r)∈[0, 1), r=1, 2 are also obtained.

关 键 词：顺序统计量 极限分布 二变秩序列 

分 类 号：O211.4[理学—概率论与数理统计]