Abstract
Convergence with probability one (in probability) of sequences of the sample quantiles and the Pearson statistic that are formed by columns of N× n arrays of random variables and bivariate random vectors respectively is established, n→ ∞. Two applications for the continuity of the Pearson statistics, when sampling is only possible along a sequence converging to an inaccessible targeting value, are presented
Similar content being viewed by others
References
Billingsley P. (1995). Probability and Measure (3rd ed). Wiley, New York
Cheng B.N., Rachev S.T. (1994). Multivariate stable future prices. Mathematical Finance 2:133–153
Kruglov V.M. (2001). The asymptotic behavior of the Pearson statistic. Theory of Probability and its Applications 45:69–92
Kuczmaszewska A. (2004). On some conditions for complete convergence for arrays. Statistics and Probability Letters 66: 399–405
Madsen, H., Butts, M.B., Khu, S.T., Liong, S.Y. (2000). Data assimilation in rainfall-runoff forecasting. In: Proceedings 4th International Conference on Hydroinformatics, Iowa, USA, July 2000
Modarres R., Nolan J.P. (1994). A method for simulating stable random vectors. Computational Statistics 9:11–19
Nolan J.P., Panoraska A.K., McCulloch J.H. (2001). Estimation of stable spectral measures, stable non-Gaussian models in finance and econometrics. Mathematical and Computer Modelling 34:1113–1122
Pourahmadi M. (1999). Joint mean covariance models with application to longitudinal data: unconstrained parameterisation. Biometrika 86:677–690
Pourahmadi M. (2001). Foundation of Time Series Analysis and Prediction Theory. Wiley, New York
Rachev S.T., Xin H. (1993). Test for association of random variables in the domain of attraction of multivariate stable law. Probability and Mathematical Statistics 14:125–141
Singer J.D., Willett, J.B. (2003). Applied longitudinal Data Analysis: Modelling Change and Event occurrence. Oxford University Press, New York
Author information
Authors and Affiliations
Corresponding author
About this article
Cite this article
Al-Jarallah, R.A., Soltani, A.R. & Al-Kandari, N.A. On Continuity of the Pearson Statistic and Sample Quantiles. Ann Inst Stat Math 58, 527–535 (2006). https://doi.org/10.1007/s10463-005-0028-2
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10463-005-0028-2