The Annals of Probability
- Ann. Probab.
- Volume 8, Number 3 (1980), 419-430.
On the Limiting Behaviour of the Mode and Median of a Sum of Independent Random Variables
Abstract
Let $X_1, X_2, \cdots$ be independent and identically distributed random variables, and let $M_n$ and $m_n$ denote respectively the mode and median of $\Sigma^n_1X_i$. Assuming that $E(X^2_1) < \infty$ we obtain a number of limit theorems which describe the behaviour of $M_n$ and $m_n$ as $n \rightarrow \infty$. When $E|X_1|^3 < \infty$ our results specialize to those of Haldane (1942), but under considerably more general conditions.
Article information
Source
Ann. Probab., Volume 8, Number 3 (1980), 419-430.
Dates
First available in Project Euclid: 19 April 2007
Permanent link to this document
https://projecteuclid.org/euclid.aop/1176994717
Digital Object Identifier
doi:10.1214/aop/1176994717
Mathematical Reviews number (MathSciNet)
MR573283
Zentralblatt MATH identifier
0442.60049
JSTOR
links.jstor.org
Subjects
Primary: 60G50: Sums of independent random variables; random walks
Secondary: 60F99: None of the above, but in this section
Keywords
Mode median independent and identically distributed random variables limit theorem regularly varying tails
Citation
Hall, Peter. On the Limiting Behaviour of the Mode and Median of a Sum of Independent Random Variables. Ann. Probab. 8 (1980), no. 3, 419--430. doi:10.1214/aop/1176994717. https://projecteuclid.org/euclid.aop/1176994717