Geometric Equivalences to the Asymptotic Normality Condition

نویسنده

  • G. R. SHORACK
چکیده

The asymptotic normality of the sample mean of iid rv 's is equivalent to the well known conditions of Levy or Feller. More recently, additional equivalences have been developed in terms of the quantile function (qf). And other useful probabilistic equivalences could be cited. The emphasis here is on equivalences, and many other useful and informative equivalences will be developed. Many depend only on simple comparisons of areas, and those are the ones that will be developed herein. [Because the asymptotic normality above is equivalent to appropriately phrased consistency of the sample second moment, many additional equivalences can be developed in the simpler context of the weak law of large numbers. But this will be done elsewhere.] Roughly, one can learn all about asymptotic normality by studying the conditions in simpler settings. Here, we do the geometric part.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

General Consistent Moment Estimation via Negligibility

The asymptotic normality of the sample mean of iid rv's is equivalent to the well known conditions of Levy and Feller. More recently, additional equivalences have been developed in terms of the quantile function (qf). And other useful probabilistic equivalences could be cited. But the asymptotic normality cited above is also equivalent to appropriately phrased consistency of the sample second m...

متن کامل

General Central Limit Theorems Via Negligibility

The central limit theorem (CLT) for the sample mean of iid rv's is known to be equivalent to the asymptotic normality condition (ANC) of Levy. And Levy's ANC is well known to be equivalent to an alternative ANC of Feller. Both are equivalent to a negligibility requirement, considered by O'Brien. More recently, additional equivalences have been developed in terms of the quantile function, by Cso...

متن کامل

Some Asymptotic Results of Kernel Density Estimator in Length-Biased Sampling

In this paper, we prove the strong uniform consistency and asymptotic normality of the kernel density estimator proposed by Jones [12] for length-biased data.The approach is based on the invariance principle for the empirical processes proved by Horváth [10]. All simulations are drawn for different cases to demonstrate both, consistency and asymptotic normality and the method is illustrated by ...

متن کامل

Asymptotic normality of a nonparametric estimator of sample coverage

This paper establishes a necessary and sufficient condition for the asymptotic normality of the nonparametric estimator of sample coverage proposed by Good [Biometrica 40 (1953) 237–264]. This new necessary and sufficient condition extends the validity of the asymptotic normality beyond the previously proven cases.

متن کامل

Asymptotic Behaviors of Nearest Neighbor Kernel Density Estimator in Left-truncated Data

Kernel density estimators are the basic tools for density estimation in non-parametric statistics.  The k-nearest neighbor kernel estimators represent a special form of kernel density estimators, in  which  the  bandwidth  is varied depending on the location of the sample points. In this paper‎, we  initially introduce the k-nearest neighbor kernel density estimator in the random left-truncatio...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1998