• Title/Summary/Keyword: limiting tail probability

Search Result 3, Processing Time 0.016 seconds

Review on the Limiting Behavior of Tail Series of Independent Summands

  • Nam, Eun-Woo
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2005.05a
    • /
    • pp.185-190
    • /
    • 2005
  • For the almost certainly convergent series $S_n$ of independent random variables the limiting behavior of tail series ${T_n}{\equiv}S-S_{n-1}$ is reviewed. More specifically, tail series strong laws of large number and tail series weak laws of large numbers will be introduced, and their relationship will be investigated. Then, the relationship will also be extended to the case of Banach space valued random elements, by investigating the duality between the limiting behavior of the tail series of random variables and that of random elements.

  • PDF

NONPARAMETRIC ONE-SIDED TESTS FOR MULTIVARIATE AND RIGHT CENSORED DATA

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
    • /
    • v.32 no.4
    • /
    • pp.373-384
    • /
    • 2003
  • In this paper, we formulate multivariate one-sided alternatives and propose a class of nonparametric tests for possibly right censored data. We obtain the asymptotic tail probability (or p-value) by showing that our proposed test statistics have asymptotically multivariate normal distributions. Also, we illustrate our procedure with an example and compare it with other procedures in terms of empirical powers for the bivariate case. Finally, we discuss some properties of our test.

Limiting Behavior of Tail Series of Independent Random Variable (독립인 확률변수들의 Tail 합의 극한 성질에 대하여)

  • Jang Yoon-Sik;Nam Eun-Woo
    • The Journal of the Korea Contents Association
    • /
    • v.6 no.4
    • /
    • pp.63-68
    • /
    • 2006
  • For the almost co티am convergent series $S_n$ of independent random variables, by investigating the limiting behavior of the tail series, $T_n=S-S_{n-1}=\sum_{i=n}^{\infty}X_i$, the rate of convergence of the series $S_n$ to a random variable S is studied in this paper. More specifically, the equivalence between the tail series weak law of large numbers and a limit law is established for a quasi-monotone decreasing sequence, thereby extending a result of Previous work to the wider class of the norming constants.

  • PDF