Abstract
The authors first derive the normal expansion of the joint density function of two order statistics from the uniform distribution and then, using the approximation, establish a way to estimate the normal convergence rate for trimmed sums. For applications, the convergence rates for the intermediately trimmed sums and heavily trimmed sums are found out.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 349-364 |
| Number of pages | 16 |
| Journal | Chinese Annals of Mathematics. Series B |
| Volume | 17 |
| Issue number | 3 |
| State | Published - Dec 1 1996 |
Keywords
- Convergence rate
- Normal approximation
- Order statistics
- Trimmed sum