Functional asymptotic confidence intervals for a common mean of independent random variables
| dc.creator | Martsynyuk, Yuliya V. | |
| dc.date | 2009-01-29 | |
| dc.date.accessioned | 2026-07-07T12:35:34Z | |
| dc.date.available | 2026-07-07T12:35:34Z | |
| dc.description | We consider independent random variables (r.v.'s) with a common mean $μ$ that either satisfy Lindeberg's condition, or are symmetric around $μ$. Present forms of existing functional central limit theorems (FCLT's) for Studentized partial sums of such r.v.'s on $D[0,1]$ are seen to be of some use for constructing asymptotic confidence intervals, or what we call functional asymptotic confidence intervals (FACI's), for $μ$. In this paper we establish completely data-based versions of these FCLT's and thus extend their applicability in this regard. Two special examples of new FACI's for $μ$ are presented. | |
| dc.description | Published in at http://dx.doi.org/10.1214/08-EJS233 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0901.4628 | |
| dc.identifier | http://arxiv.org/abs/0901.4628 | |
| dc.identifier | Electronic Journal of Statistics 2009, Vol. 3, 25-40 | |
| dc.identifier | doi:10.1214/08-EJS233 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/217806 | |
| dc.subject | Statistics Theory | |
| dc.subject | 60F17, 60G50, 62G15 (Primary) | |
| dc.title | Functional asymptotic confidence intervals for a common mean of independent random variables | |
| dc.type | text |