WANG Jingfang. THE LIMIT DISTRIBUTIONS OF EMPIRICAL DISTRIBUTIONS OF RANDOM PROJECTION PURSUIT OF TWO KINDS OF DISTRIBUTIVE FUNCTIONS[J]. Chinese Journal of Applied Probability and Statistics, 1991, 7(2): 169-173.
Citation: WANG Jingfang. THE LIMIT DISTRIBUTIONS OF EMPIRICAL DISTRIBUTIONS OF RANDOM PROJECTION PURSUIT OF TWO KINDS OF DISTRIBUTIVE FUNCTIONS[J]. Chinese Journal of Applied Probability and Statistics, 1991, 7(2): 169-173.

THE LIMIT DISTRIBUTIONS OF EMPIRICAL DISTRIBUTIONS OF RANDOM PROJECTION PURSUIT OF TWO KINDS OF DISTRIBUTIVE FUNCTIONS

  • Let X=(x1, x2,…, xm), be a m-dimensional random vector, X1, X2,…, X subsamples from the populatton X, the m-dimensional random vector Z have the Nm(0, Im) distribution and Bm>0 be a sequence of real numbers. Let \hatF_n^\ell / B m(x)=\frac1n \#\left\i: Z^\prime X_4 / B_i X be multinomial distribution\mathscrB\left(k_;, p_1, p_2, \cdots, p_m\right), with each pi≥0, m=\sum_i=1^m p_i^2, there be a sequence of real numbers Bm>0, k/Bm2→σ, k*dm→0, as m→∞ then \hatF_n^Z / B_m(x) \xrightarrowP N\left(0, \sigma^2\right) as n→∞, m→∞. (2) Let X~Nmu,V),V>0, there be a sequence of real numbers B_m^-2 T_r(V) \rightarrow \sigma^2, B_m^-2\|u\|^2 \rightarrow 0, \left(T_r(V)+2 u^\prime V u\right) / B_m^4 \rightarrow 0,as m→∞,then \hatF_n^\mathrmZ / B m(x) \xrightarrowP N\left(0, \sigma^2\right) as n→∞, m→∞.
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