Weakly approaching sequences of random distributions

• We introduce the notion of weakly approaching sequences of distributions, which is a generalization of the well-known concept of weak convergence of distributions. The main difference is that the suggested notion does not demand the existence of a limit distribution. A similar definition for conditional (random) distributions is presented. Several properties of weakly approaching sequences are given. The tightness of some of them is essential. The Cramér-Lévy continuity theorem for weak convergence is generalized to weakly approaching sequences of (random) distributions. It has several applications in statistics and probability. A few examples of applications to resampling are given.

Ämnesord

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Nyckelord

Weak convergence

weakly approaching sequences

resampling

bootstrap

continuity theorem

Lévy metric

uniform metric

Publikations- och innehållstyp

ref (ämneskategori)

rap (ämneskategori)