Abstract:
In the paper general theorem concerning the asymptotic deficiency and asymptotic expansions of quantiles of distribution functions of statistics based on the sample with random size is proved. Two examples (sums of independent random variables and three-point symmetric distribution) are presented.
Keywords:
asymptotic deficiency, quantile, sample of random size, asymptotic expansions, three-point symmetric distribution, transfer theorem.
Citation:
V. E. Bening, “On asymptotic behavior of quantiles deficiencies of the distributions of statistics based on the samples with random sizes”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2018, no. 3, 42–57
\Bibitem{Ben18}
\by V.~E.~Bening
\paper On asymptotic behavior of quantiles deficiencies of the distributions of statistics based on the samples with random sizes
\jour Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.]
\yr 2018
\issue 3
\pages 42--57
\mathnet{http://mi.mathnet.ru/vtpmk509}
\crossref{https://doi.org/10.26456/vtpmk509}
\elib{https://elibrary.ru/item.asp?id=35660176}
Linking options:
https://www.mathnet.ru/eng/vtpmk509
https://www.mathnet.ru/eng/vtpmk/y2018/i3/p42
This publication is cited in the following 4 articles:
V. E. Bening, “Burr's Distribution for Asymptotic Studies of the Behavior of an Insurance Company's Reserve”, MoscowUniv.Comput.Math.Cybern., 48:3 (2024), 169
V. E. Bening, “O povedenii maksimuma v sluchae raspredeleniya Berra”, Vestnik TvGU. Seriya: Prikladnaya matematika, 2024, no. 3, 18–32
V. E. Bening, “Ob asimptoticheskom povedenii rezerva organizatsii, podverzhennoi risku”, Vestnik TvGU. Seriya: Prikladnaya matematika, 2023, no. 4, 25–42
V. E. Bening, “O sravnenii neobkhodimykh rezervov organizatsii, podverzhennykh risku, s pomoschyu ponyatiya defekt”, Vestnik TvGU. Seriya: Prikladnaya matematika, 2022, no. 3, 5–26