Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On the Estimation of the Empirical Distribution Function for Negatively Associated Processes

  • Kim, Tae-Sung (Division of Mathematics and Informational Statistics, WonKwang University) ;
  • Lee, Seung-Woo (Division of Mathematics and Informational Statistics, WonKwang University) ;
  • Ko, Mi-Hwa (Division of Mathematics and Informational Statistics, WonKwang University)
  • Published : 2001.04.01
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Abstract

Let {X$\_$n/, n$\geq$1] be a stationary sequence of negatively associated random variables with distribution function F(x)=P(X$_1$$\leq$x). The empirical distribution function F$\_$n/(x) based on X$_1$, X$_2$,....., X$\_$n/ is proposed as an estimator for F$\_$n/(x). Strong consistency and asymptotic normality of F$\_$n/(x) are studied. We also apply these ideas to estimation of the survival function.

Keywords

References

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