Divergence of sample quantiles - Mathematics > Statistics TheoryReportar como inadecuado

Divergence of sample quantiles - Mathematics > Statistics Theory - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

Abstract: We show that the left right sample quantile tends to the left rightdistribution quantile at p in 0,1, if the left and right quantiles areidentical at p. We show that the sample quantiles diverge almost surelyotherwise. The latter can be considered as a generalization of the well-knownresult that the sum of a random sample of a fair coin with 1 denoting heads and-1 denoting tails is 0 infinitely often. In the case that the sample quantilesdo not converge we show that the limsup is the right quantile and the liminf isthe left quantile.

Autor: Reza Hosseini

Fuente: https://arxiv.org/

Documentos relacionados