EMPIRICAL DISTRIBUTION OF SURVIVAL FUNCTION FOR STRONG AND UNIFORMLY MIXING STOCHASTIC PROCESS

M. Afshari (Iran)

Received June 20, 2007

Abstract

Let  be an R-valued stochastic process with a common probability density function  distribution function  and survival function  We suppose that the process is strongly mixing and the empirical survival function  based on  is proposed as an estimator for  Strong consistency and pointwise as well as uniform asymptotic normality of  are discussed.

Keywords and phrases: survival function, discrete-time stochastic process, strongly mixing.