A functional central limit theorem for the partial sums of sorted i.i.d. random variables
classification
🧮 math.ST
math.PRstat.TH
keywords
centralfunctionallimitrandomtheoremvariablesfunctioninfty
read the original abstract
Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq t}$.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.