Asymptotic distribution of Gini's mean difference
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"Derive the asymptotic distribution of Gini's mean difference, which is defined as $$binom{n}{2}^{-1}sumsum_{i<j}|X_i - X_j|."$$
This is a problem from chapter 12 in Van Der Vaart - Asymptotic Statistics. And I feel like I'm not getting any smarter by reading his examples in said chapter since they mostly skip the part of actually deriving the asymptotic distribution and skips directly to the conclusions.
($X_i$ and $X_j$ are i.i.d random variables)
If anybody can explain this to me (alternatively refer me to some other source of information on the subject) that would be great!
Thanks!
statistics asymptotics statistical-inference
asked Dec 9 '18 at 20:00
L200123L200123
855
$endgroup$
add a comment |
$begingroup$
"Derive the asymptotic distribution of Gini's mean difference, which is defined as $$binom{n}{2}^{-1}sumsum_{i<j}|X_i - X_j|."$$
This is a problem from chapter 12 in Van Der Vaart - Asymptotic Statistics. And I feel like I'm not getting any smarter by reading his examples in said chapter since they mostly skip the part of actually deriving the asymptotic distribution and skips directly to the conclusions.
($X_i$ and $X_j$ are i.i.d random variables)
If anybody can explain this to me (alternatively refer me to some other source of information on the subject) that would be great!
Thanks!
statistics asymptotics statistical-inference
asked Dec 9 '18 at 20:00
L200123L200123
855
$endgroup$
$begingroup$
For those of us without the book, what is $X_i$?
$endgroup$
– Antonio Vargas
Dec 10 '18 at 0:51
$begingroup$
$X_i$ is a random variable, I added this in the post.
$endgroup$
– L200123
Dec 10 '18 at 14:06
add a comment |
$begingroup$
"Derive the asymptotic distribution of Gini's mean difference, which is defined as $$binom{n}{2}^{-1}sumsum_{i<j}|X_i - X_j|."$$
This is a problem from chapter 12 in Van Der Vaart - Asymptotic Statistics. And I feel like I'm not getting any smarter by reading his examples in said chapter since they mostly skip the part of actually deriving the asymptotic distribution and skips directly to the conclusions.
($X_i$ and $X_j$ are i.i.d random variables)
If anybody can explain this to me (alternatively refer me to some other source of information on the subject) that would be great!
Thanks!
statistics asymptotics statistical-inference
asked Dec 9 '18 at 20:00
L200123L200123
855
$endgroup$
"Derive the asymptotic distribution of Gini's mean difference, which is defined as $$binom{n}{2}^{-1}sumsum_{i<j}|X_i - X_j|."$$
This is a problem from chapter 12 in Van Der Vaart - Asymptotic Statistics. And I feel like I'm not getting any smarter by reading his examples in said chapter since they mostly skip the part of actually deriving the asymptotic distribution and skips directly to the conclusions.
($X_i$ and $X_j$ are i.i.d random variables)
If anybody can explain this to me (alternatively refer me to some other source of information on the subject) that would be great!
Thanks!
statistics asymptotics statistical-inference
statistics asymptotics statistical-inference
asked Dec 9 '18 at 20:00
L200123L200123
855
asked Dec 9 '18 at 20:00
L200123L200123
855
edited Dec 10 '18 at 14:06
L200123
asked Dec 9 '18 at 20:00
L200123L200123
855
asked Dec 9 '18 at 20:00
L200123L200123
855
asked Dec 9 '18 at 20:00
L200123L200123
855
855
$begingroup$
For those of us without the book, what is $X_i$?
$endgroup$
– Antonio Vargas
Dec 10 '18 at 0:51
$begingroup$
$X_i$ is a random variable, I added this in the post.
$endgroup$
– L200123
Dec 10 '18 at 14:06
add a comment |
$begingroup$
For those of us without the book, what is $X_i$?
$endgroup$
– Antonio Vargas
Dec 10 '18 at 0:51
$begingroup$
$X_i$ is a random variable, I added this in the post.
$endgroup$
– L200123
Dec 10 '18 at 14:06
$begingroup$
For those of us without the book, what is $X_i$?
$endgroup$
– Antonio Vargas
Dec 10 '18 at 0:51
$begingroup$
For those of us without the book, what is $X_i$?
$endgroup$
– Antonio Vargas
Dec 10 '18 at 0:51
$begingroup$
$X_i$ is a random variable, I added this in the post.
$endgroup$
– L200123
Dec 10 '18 at 14:06
$begingroup$
$X_i$ is a random variable, I added this in the post.
$endgroup$
– L200123
Dec 10 '18 at 14:06
add a comment |
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$begingroup$
For those of us without the book, what is $X_i$?
$endgroup$
– Antonio Vargas
Dec 10 '18 at 0:51
$begingroup$
$X_i$ is a random variable, I added this in the post.
$endgroup$
– L200123
Dec 10 '18 at 14:06