CONSTRUCTION OF A h -GENERALIZED STANDARD BROWNIAN SHEET BY MEANS OF LINDEBERG’S CENTRAL LIMIT THEOREM

ABSTRACT: We study the construction of a version of standard Brownian sheet called h -generalized standard Brownian sheet. It is shown by means of Lindeberg’s theorem that it is a limit process of a sequence of partial sums processes of independent random variables in the sense of weak convergence in the metric space of continuous functions on the compact region [0,1]×[0,1]. Based on this convergence we approximate by simulation the quantiles of Kolmogorov, Kolmogorov-Smirnov and Cramér-von Mises type statistics which are defined as continuous functionals of the process.
Keyword: h -generalized standard Brownian sheet, weak convergence, model-check, tightness
Penulis: WAYAN SOMAYASA
Kode Jurnal: jpmatematikadd100088

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Jp Matematika dd 2010