On Weak Convergence of Empirical Processes for Random Number of Independent Stochastic Vectors

Abstract

By the use of a semi-martingale property of the Kolmogorov supremum, the results of Pyke 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.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1971
Accession Number
AD0740846

Entities

People

  • Pranab K. Sen

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Convergence
  • Data Science
  • Department Of Defense
  • Distribution Functions
  • Gaussian Processes
  • Information Science
  • New York
  • North Carolina
  • Probability
  • Random Variables
  • Sequences
  • Statistical Samples
  • Theorems
  • United States
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Statistical inference.