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Asymptotic unavailability for an M-out-of-N system without testing

โœ Scribed by N.J. McCormick


Publisher
Elsevier Science
Year
1987
Weight
102 KB
Volume
17
Category
Article
ISSN
0143-8174

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An Edgeworth expansion for the m out of
โœ Anat Sakov; Peter J. Bickel ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 94 KB

It is well known that the ordinary bootstrap distribution of the median is consistent. We show that for bootstrap samples of size m, an Edgeworth expansion holds with reminder term Op(1=m + m -1=4 log m= โˆš n). With extrapolation this gives a best possible rate estimate of the distribution.