Weak convergence of the adjusted range of cumulative sums of exchangeable random variables-Reference-Cited by-同舟云学术

Weak convergence of the adjusted range of cumulative sums of exchangeable random variables

Published:1983-06 Issue:2 Volume:20 Page:297-304
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Troutman Brent M.

Abstract

Let be the adjusted range of the cumulative sums of a sequence , where . Weak convergence results for random functions constructed from cumulative sums of {Xs} are used to obtain the asymptotic distribution and moments of when {Xs} are exchangeable, or symmetrically dependent, random variables.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference13 articles.

1. The Asymptotic Distribution of the Range of Sums of Independent Random Variables

2. Central Limit Theorems for Interchangeable Processes

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