ON THE AVERAGE DIFFERENCE BETWEEN CONCOMITANTS AND ORDER-STATISTICS
成果类型：
Article
署名作者：
GOEL, PK; HALL, P
署名单位：
Australian National University
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176988851
发表日期：
1994
页码：
126-144
关键词：
摘要：
For a sequence of bivariate pairs (X(i), Y(i)), the concomitant Y[i] of the ith largest x-value X(i) equals that value of Y paired with X(i). In assessing the quality of a file-merging or file-matching procedure, the penalty for incorrect matching may often be expressed as the average value of a function of the difference Y[i] - Y(i). We establish strong laws and central limit theorems for such quantities. Our proof is based on the observation that if G(x)(.) denotes the distribution function of Y given X = x, then G(X)(Y) is stochastically independent of X, even though G(x)(.) depends numerically on x.
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