Equivalent processes of total time on test, Lorenz and inverse Lorenz processes

Janusz Kawczak, Reg Kulperger and Hao Yu

Statistics & Probability Letters, 2009, vol. 79, issue 1, 125-130

Abstract: In this paper we use empirical processes indexed by functions to study total time on time, Lorenz and inverse Lorenz (Goldie) processes. We show that these processes converge weakly to the same Gaussian limiting processes respectively.

Date: 2009
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