Some Properties of the Empirical Distribution Function in the NON-i.i.d. Case
非独立同分布情形下经验分布函数的若干性质
For $N = 1, 2, \cdots$ let $X_{1N}, X_{2N}, \cdots, X_{NN}$ be independent rv's having continuous df's $F_{1N}, F_{2N}, \cdots, F_{NN}$. For the set $X_{1N}, X_{2N}, \cdots, X_{NN}$, let us denote by $X_{1:N} \leqq X_{2:N} \leqq \cdots \leqq X_{N:N}$ the order statistics, by $\mathbb{F}_N$ the empirical df and by $\bar{F}_N$ the averaged df, i.e. $\bar{F}_N(x) = N^{-1}\sum^N_{n=1} F_{nN}(x)$ for $x\epsilon(-\infty, \infty)$. It is shown that for each $\varepsilon > 0$ there…