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Sample Path Large Deviations for Order Statistics
| Content Provider | Scilit |
|---|---|
| Author | Duffy, Ken R. Macci, Claudio Torrisi, Giovanni Luca |
| Copyright Year | 2011 |
| Description | We consider the sample paths of the order statistics of independent and identically distributed random variables with common distribution function F. If F is strictly increasing but possibly having discontinuities, we prove that the sample paths of the order statistics satisfy the large deviation principle in the Skorokhod M$ _{1}$ topology. Sanov's theorem is deduced in the Skorokhod $M'_{1}$ topology as a corollary to this result. A number of illustrative examples are presented, including applications to the sample paths of trimmed means and Hill plots. |
| Related Links | https://www.cambridge.org/core/services/aop-cambridge-core/content/view/0A5F8AFDA172CCBCFE3D7C63F3C9B01D/S0021900200007749a.pdf/div-class-title-sample-path-large-deviations-for-order-statistics-div.pdf |
| Ending Page | 257 |
| Page Count | 20 |
| Starting Page | 238 |
| ISSN | 00219002 |
| e-ISSN | 14756072 |
| DOI | 10.1017/s0021900200007749 |
| Journal | Journal of applied probability |
| Issue Number | 01 |
| Volume Number | 48 |
| Language | English |
| Publisher | Cambridge University Press (CUP) |
| Publisher Date | 2011-03-01 |
| Access Restriction | Open |
| Subject Keyword | Journal of applied probability Statistics and Probability Large Deviation Order Statistic Empirical Law Skorokhod Topology Weak Convergence |
| Content Type | Text |
| Resource Type | Article |
| Subject | Statistics and Probability Statistics, Probability and Uncertainty |
