Weak Convergence of Some Quantile Processes Arising In
نویسنده
چکیده
For progressive censoring schemes pertaining to a general class of (parametric as well asnonparametric) testing situations, one encounters a (partial) sequence of linear combinations of functions of order statistics where the coefficients are themselves stochastic variables. Weak covergence of such a quantile process to an appropriate Gaussian function ~ is studied here, and the same is incorporated in the formulation of suitable (time -) sequential tests based on these quantile processes. AMS 1970 Classification NOS: 60BlO, 62G30, 62L99.
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