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Sums, Trimmed Sums and Extremes by Hahn (Paperback, 2012)

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Product Information

The past decade has seen a resurgence of interest in the study of the asymp totic behavior of sums formed from an independent sequence of random variables. In particular, recent attention has focused on the interaction of the extreme summands with, and their influence upon, the sum. As ob served by many authors, the limit theory for sums can be meaningfully expanded far beyond the scope of the classical theory if an intermediate portion (i. e. , an unbounded number but a vanishingly small proportion) of the extreme summands in the sum are deleted or otherwise modified (''trimmed',). The role of the normal law is magnified in these intermediate trimmed theories in that most or all of the resulting limit laws involve variance-mixtures of normals. The objective of this volume is to present the main approaches to this study of intermediate trimmed sums which have been developed so far, and to illustrate the methods with a variety of new results. The presentation has been divided into two parts. Part I explores the approaches which have evolved from classical analytical techniques (condi tionin~, Fourier methods, symmetrization, triangular array theory). Part II is Msed on the quantile transform technique and utilizes weak and strong approximations to uniform empirical process. The analytic approaches of Part I are represented by five articles involving two groups of authors.

Product Identifiers

Publisher
Springer-Verlag New York Inc.
ISBN-13
9781468467956
eBay Product ID (ePID)
189364014

Product Key Features

Author
Hahn
Publication Name
Sums, Trimmed Sums and Extremes
Format
Paperback
Language
English
Subject
Mathematics
Publication Year
2012
Type
Textbook
Number of Pages
418 Pages

Dimensions

Item Height
235mm
Item Width
155mm
Volume
23
Item Weight
652g

Additional Product Features

Title_Author
Hahn
Series Title
Progress in Probability
Country/Region of Manufacture
United States

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