On the convergence of the empirical mass function

Ralph P Russo; Nariankadu D Shyamalkumar

doi:10.1016/j.spl.2008.01.105

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On the convergence of the empirical mass function

Journal article

Peer reviewed

On the convergence of the empirical mass function

Ralph P Russo and Nariankadu D Shyamalkumar

Statistics & probability letters, Vol.78(15), pp.2293-2299

2008

DOI: 10.1016/j.spl.2008.01.105

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Abstract

We show that the empirical mass function associated with a sequence of i.i.d. discrete random variables converges in l r at the ( n / log 2 n ) 1 / 2 rate, for all r ≥ 2 . For r < 2 the rate is shown to fail for heavy-tailed distributions. The threshold case of r = 2 is explored in detail.

62G30

60B12

60F15

Details

Title: Subtitle: On the convergence of the empirical mass function
Creators: Ralph P Russo
Nariankadu D Shyamalkumar
Resource Type: Journal article
Publication Details: Statistics & probability letters, Vol.78(15), pp.2293-2299
Publisher: Elsevier B.V
DOI: 10.1016/j.spl.2008.01.105
ISSN: 0167-7152
eISSN: 1879-2103
Language: English
Date published: 2008
Academic Unit: Statistics and Actuarial Science
Record Identifier: 9983985974502771

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