A Weak Invariance Principle with Applications to Domains of Attraction,

Abstract

An elementary probabilistic argument is given which establishes a 'weak invariance principle' which in turn implies the sufficiency of the classical assumptions associated with the weak convergence of normed sums to stable laws. The argument, which uses quantile functions (the inverses of distribution functions), exploits the fact that two random variables X = F sup(-1)(U) and Y = G sup(-1)(U) are, in a useful sense, close together when F and G are, in a certain sense, close together. Here U denotes a uniform variable on (0,1). Byproducts of the research are two alternative characterizations for a random variable being in the domain of partial attraction to a normal law and some results concerning the study of domains of partial attraction.

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1975
Accession Number
ADA023297

Entities

People

  • Gordon Simons
  • William Stout

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Convergence
  • Cooperation
  • Distribution Functions
  • Functions (Mathematics)
  • Illinois
  • Invariance
  • Mathematical Analysis
  • Mathematics
  • Probability
  • Random Variables
  • Statistical Analysis
  • Statistics
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.