Article contents
Weak convergence of the adjusted range of cumulative sums of exchangeable random variables
Published online by Cambridge University Press: 14 July 2016
Abstract
Let be the adjusted range of the cumulative sums of a sequence , where . Weak convergence results for random functions constructed from cumulative sums of {Xs} are used to obtain the asymptotic distribution and moments of when {Xs} are exchangeable, or symmetrically dependent, random variables.
- Type
- Research Papers
- Information
- Copyright
- Copyright © Applied Probability Trust 1983
References
- 5
- Cited by