Convergence of Moments of Standardized Quantiles

Abstract

A sequence of independent identically distributed random variables is considered. Necessary and sufficient conditions on the density of the distribution are given for convergence of the moments of standardized quantiles of the first n observations as n to infinity. Similar conditions are given for the convergence of the moment generating function.

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Document Details

Document Type
Technical Report
Publication Date
Dec 15, 1980
Accession Number
ADA096780

Entities

People

  • Keaven Anderson

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Convergence
  • Mathematics
  • Observation
  • Random Variables
  • Sequences

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.