• 제목/요약/키워드: limiting tail probability

검색결과 3건 처리시간 0.015초

Review on the Limiting Behavior of Tail Series of Independent Summands

  • Nam, Eun-Woo
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2005년도 춘계 학술발표회 논문집
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    • pp.185-190
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    • 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.

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NONPARAMETRIC ONE-SIDED TESTS FOR MULTIVARIATE AND RIGHT CENSORED DATA

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
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    • 제32권4호
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    • pp.373-384
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    • 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.

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

  • 장윤식;남은우
    • 한국콘텐츠학회논문지
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    • 제6권4호
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    • pp.63-68
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    • 2006
  • 본 연구에서는, 서로 독립인 확률변수들의 합 $S_n$이 수렴하는 경우에, 확률변수들의 Tail 합 $T_n=S-S_{n-1}=\sum_{i=n}^{\infty}X_i$의 극한 성질을 연구함으로써, $S_n$이 하나의 확률변수 S로 수렴하는 속도를 연구한다. 좀 더 구체적으로 말하자면, 유사-단조감소(Quasi-monotone decreasing)하는 상수(Norming constants)의 수열에 대하여, 확률변수들의 Tail 합에 대한 약대수법칙과 하나의 수렴법칙이 동등함을 정리로 기술하고 증명하여, 기존의 연구 결과를 더 넓은 부류의 상수들의 경우에 적용할 수 있도록 확장한다.

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