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Statistical Methods with Applications to Demography and Life Insurance
book

Statistical Methods with Applications to Demography and Life Insurance

by Estate V. Khmaladze
March 2013
Intermediate to advanced content levelIntermediate to advanced
242 pages
5h 47m
English
Chapman and Hall/CRC
Content preview from Statistical Methods with Applications to Demography and Life Insurance
48 Brownian bridge; χ
2
goodness of fit statistic
Although we do not prove this equivalence formally, intuitively it is
quite clear.
The k dimensional distribution of the random vector {V
n
(x
j
), j =
1,... k, }is also called the finite-dimensional distribution of the process
V
n
. Since we have proved (5.5) for any collection x
1
< .. . < x
k
and for
any finite k, we have therefore proved the following:
if lifetimes T
1
,T
2
,... ,T
n
are independent and all have the same
distribution function F, then all finite-dimensional distributions of the
empirical process V
n
converge to the corresponding finite-dimensional
distributions of the Brownian bridge V .
This is usually denoted ...
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Publisher Resources

ISBN: 9781466505742