Stochastic Integrals of Weighted Empirical Processes and an Application to the Limiting Distribution of Linear Rank Statistics under Alternatives.

Abstract

The phenomenon of Gaussian noise is examined by viewing it as the limiting action of a sequence of disturbances caused by finitely many random variables acting on a certain function space. A central limit theorem for white noise is proved. A connection between such noise phenomenon and the asymptotic behavior of certain rank statistics is exposed.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1976
Accession Number
ADA037099

Entities

People

  • Navaratna S. Rajaram

Organizations

  • Indiana University Bloomington

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Data Science
  • Differential Equations
  • Distribution Functions
  • Equations
  • Gaussian Noise
  • Gaussian Processes
  • Information Science
  • Mathematics
  • Normal Distribution
  • Normality
  • Probability
  • Random Variables
  • Statistics
  • Stochastic Processes
  • Weak Convergence
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Theoretical Analysis.

Technology Areas

  • Space