Convergence of the empirical distribution to the poisson process
作者:
ATA Al-Hussaini,
J. elliott Robert,
期刊:
Stochastics
(Taylor Available online 1984)
卷期:
Volume 13,
issue 4
页码: 299-308
ISSN:0090-9491
年代: 1984
DOI:10.1080/17442508408833325
出版商: Gordon and Breach Science Publishers Inc
数据来源: Taylor
摘要:
A process associated with the empirical distribution of a family of positive i.i.d. random variables is shown to converge to a rate changed Poisson process when the distribution function is differentiable at zero. Furthermore, when the distribution function is differentiable in a neighbourhood of zero an estimate for the rate of convergence is obtained.
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