Asymptotic Joint Distribution of Linear Systematic Statistics from Multivariate Distributions
多元分布中线性次序统计量的渐近联合分布
The asymptotic joint distribution of an arbitrary number of linear systematic statistics (that is, linear combinations of order statistics), when observations are made on a random vector, is shown to be normal under fairly general conditions. The linear systematic statistics may correspond to the same or to different components of the vector. Formulas for evaluating the parameters of the asymptotic normal distribution are derived. As an illustration, these are applied to the…