多元分布中分位数的渐近联合正态性

Journal of Research of the National Bureau of Standards Section B Mathematics and Mathematical Physics Pub Date : 1964-04-01 DOI:10.6028/JRES.068B.011

L. Weiss

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引用次数: 18

摘要

(1963.12.18)在非常温和的条件下，给出了多元总体样本分位数的渐近联合正态性的简单证明。研究了分位数的联合累积分布函数，而不是联合概率密度函数。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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ON THE ASYMPTOTIC JOINT NORMALITY OF QUANTILES FROM A MULTIVARIATE DISTRIBUTION

(Decembe~ 18, 1963) A simple proof is given of the asymptotic joint normality of sample quantiles from a multivariate population, under very mild conditions. The joint cumulative distribution function .of the quantiles is s tudied, rather than the joint probability density function .

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Journal of Research of the National Bureau of Standards Section B Mathematics and Mathematical Physics

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