| 研究生: |
陳慧君 Chen, Hui-Jun |
|---|---|
| 論文名稱: |
L-統計量的貝瑞伊申界 BERRY-ESSEEN BOUND FOR LINEAR COMBINATIONS OF ORDER STATISTICS |
| 指導教授: |
李春得
Lea, Cheun-Der |
| 學位類別: |
碩士 Master |
| 系所名稱: |
理學院 - 數學系應用數學碩博士班 Department of Mathematics |
| 論文出版年: | 2009 |
| 畢業學年度: | 97 |
| 語文別: | 英文 |
| 論文頁數: | 19 |
| 中文關鍵詞: | L-統計量 、貝瑞伊申界 |
| 外文關鍵詞: | L-statistics, Berry-Essen bound |
| 相關次數: | 點閱:111 下載:3 |
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假設 X1,…,Xn 是 n 個獨立且分配相同的隨機變數,而 X1n,X2n,…,Xnn 是其有序統計量,令Tn=n^(-1)*( i=1,2,...,n時, J(i/n)*h(Xin) 的和 ) 這樣形式的函數組合是有序統計量的線性組合(簡稱L-統計量 )。四十多年來一直有眾多學者研究L-統計量。
在這篇文章中,我們感興趣的是在適當的條件下找尋此統計量趨向常態分配的誤差界限,同時在適當的可測函數 J 與 h 上,建立了貝瑞伊申界的收斂速度n^(-(1/2))*logn 。
Let X1,…,Xn be n independent and identically distributed random variables , X1n,X2n,…,Xnn be their corresponding order statistics , and Tn=n^(-1)*( the sum of J(i/n)*h(Xin), i=1,2,...n) be the corresponding linear combination of order statistics ( L-statistics ) . L-statistics have received much attention during the last forty years .
In this paper , we are interested in the rate of convergence to normality under suitable conditions , and establish a Berry-Essen bound of order n^(-(1/2))*logn for Tn under some regular conditions on the functions J and h .
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