Комбинаторные методы в теории случайных процессов - Такач Л.
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12. В условиях задачи (11) найти асимптотическое распределение величины б
(п, ").
13. Пусть gj, S;2,..., \m, Ль Л2> • • • • Ля - взаимно независимые
случайные величины с общей непрерывной функцией распределения.
Обозначим через Fn (х) и Gn (х) эмпирические функции распределения
выборок (?ь g2, ..., 1п) и (rji, r]2, ..., %). Найти вероятность события
inf [Fm (х) - Gn {х)\ > 0
0<Оп(х)<1
(см. Дрион [37] ).
14. Пусть {v (и), 0 ^ и ^ 1} - пуассоновский процесс с интенсивностью Я.
Найти
lim Р I sup ОО [ 0 ^ и ^ 1
(см. Кац [49] ).
ЛИТЕРАТУРА
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v (") - Я и /Я
195
Гл. 8. Порядковые статистики
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Порядковые статистики
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Литература
197
[34] Chang L i - с h i е n, On the ratio of an empirical distribution
