English

Functional asymptotic confidence intervals for a common mean of independent random variables

Statistics Theory 2009-01-30 v1 Statistics Theory

Abstract

We consider independent random variables (r.v.'s) with a common mean μ\mu that either satisfy Lindeberg's condition, or are symmetric around μ\mu. Present forms of existing functional central limit theorems (FCLT's) for Studentized partial sums of such r.v.'s on D[0,1]D[0,1] are seen to be of some use for constructing asymptotic confidence intervals, or what we call functional asymptotic confidence intervals (FACI's), for μ\mu. In this paper we establish completely data-based versions of these FCLT's and thus extend their applicability in this regard. Two special examples of new FACI's for μ\mu are presented.

Keywords

Cite

@article{arxiv.0901.4628,
  title  = {Functional asymptotic confidence intervals for a common mean of independent random variables},
  author = {Yuliya V. Martsynyuk},
  journal= {arXiv preprint arXiv:0901.4628},
  year   = {2009}
}

Comments

Published in at http://dx.doi.org/10.1214/08-EJS233 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)