Functional asymptotic confidence intervals for a common mean of independent random variables
Abstract
We consider independent random variables (r.v.'s) with a common mean that either satisfy Lindeberg's condition, or are symmetric around . Present forms of existing functional central limit theorems (FCLT's) for Studentized partial sums of such r.v.'s on are seen to be of some use for constructing asymptotic confidence intervals, or what we call functional asymptotic confidence intervals (FACI's), for . 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 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)