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文[1]讨论了L一统计量的一种能达到O(1/n)精确性的Bootstrap副近,本文则在适当条件下,证明了上述Bootstrapa副近能达到精确性o(1/n),并给出了L一统计量的一阶Edgeworth展开的估计.  相似文献   

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L─统计量的Bootstrap逼近任哲,陈明华(六安师范专科学校,六安237012)本文提出了L──统计量的一种Bootstrap逼近,并讨论了这种逼近的相合性及其逼近的精确性。一、引言及主要定理设兄,i>1为来自分布为F的i.i.d.样本,以X.;...  相似文献   

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文[1]讨论了L-统计量的一种能达到O1√n精确度的随机加权逼近,本文则给出了L-统计量的Edgeworth展开和一种能达到o1√n精确性的新的随机加权逼近  相似文献   

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孔繁超  张明俊 《应用数学》1996,9(3):344-350
本文研究学生化U-统计量的Edgeworth展开和Bootstrap逼近,在核函数h较弱的矩条件下,给出了学生化U-统计量的一项Edgeworth展开式和Bootstrap逼近。  相似文献   

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多种Bootstrap置信限的模拟比较   总被引:1,自引:0,他引:1  
多种Bootstrap置信限的模拟比较范大茵(浙江大学应用数学系)1.问题的提出Bootstrap方法是现今统计计算中常用的方法,例如在可靠性计算中常有参数的Boot-strap点估计以及Bootstrap置信限.根据文献介绍对于求未知参数的Boot...  相似文献   

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本文证明了文[2]中L-估计具有强相合性,重对数律,并给出了它的均方收敛速度.证明了L-估计的光滑Bootstrap统计量有与L-估计类似的线性渐近展开式,由此展开式我们证明了它的渐近正态性及其光滑Bootstrap逼近成立.  相似文献   

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本文研究学生化U-统计量的Edgeworth展开和BootstraP逼近,在核函数h较弱的矩条件下,给出了学生化U-统计量的一项Edgeworth展开式和Bootstrap逼近.  相似文献   

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利用经验过程方面的若干事实,本文建立了具有无界计分函数的L-统计量的Bootstrap逼近,取得了较为理想的结果.  相似文献   

9.
样本均值Bootstrap逼近的收敛速度   总被引:1,自引:0,他引:1  
本文进一步研究Bootstrap逼近的收敛速度,在随机变量的(2+δ)阶矩(0≤δ<2)有限的情况下,讨论标准化样本均值的分布与它的Bootstrap逼近之间差的一致收敛速度,以及这种逼近与正态分布之间差的一致收敛速度。  相似文献   

10.
文[1]讨论了Von-Mises统计量的一种能达到O1n的精确性的随机加权逼近,本文则给出了这种统计量的一阶Edgeworth展开和一种能达到o1n的精确性的新的随机加权逼近.  相似文献   

11.
In this paper, the authors cosider the derivation of the exact distributions of the ratios of the extreme roots to the trace of the Wishart matrix. Also, exact percentage points of these distributions are given and their applications are discussed.  相似文献   

12.
The valuation of levered investment in the practice is made with the WACC approach, even if the superior technique of the APV is available. The paper shows that the APV can be interpreted as the arbitrage free value of the portfolio made by an investment and a supporting loan. Therefore the WACC evaluation, generally different from the APV, allows for arbitrage. We provide various conditions which completely characterize the sign of the error as a functions of all the variables entering the model.  相似文献   

13.
通过建立常微分方程模型 ,分析了预防和隔离措施对 SARS发病率的影响 ,并把计算结果与实际统计数据进行了比较 ,结果表明 ,及时高效的预防和隔离措施能够有效地控制 SARS的传播 .  相似文献   

14.
Two recent findings necessitate a closer look at the existing standard models of particle physics and cosmology. These are the discovery of neutrino oscillation, and hence a non-zero mass on the one hand and, on the other, observations of distant supernovae which indicate that contrary to popular belief, the universe would continue to expand for ever, possibly accelerating in the process. In this paper it is pointed out that relatively recent studies which indicate a stochastic, quantum vacuum underpinning and a fractal structure for space time, reconcile both of the recent observations, harmoniously.  相似文献   

15.
The spectrum of the translations in local quantum field theory will be analyzed in order to show that in a positive energy representation without vacuum vector and with lowest mass m1 there is no gap in the spectrum which is larger than 2m1. In particular in a zero mass representation there is no hole at all. These results are obtained with methods of analytic functions of several complex variables.  相似文献   

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For a Riesz operator T on a reflexive Banach space X with nonzero eigenvalues denote by Ei; T) the eigen-projection corresponding to an eigenvalue λi. In this paper we will show that if the operator sequence is uniformly bounded, then the Riesz operator T can be decomposed into the sum of two operators Tp and Tr: T = Tp + Tr, where Tp is the weak limit of Tn and Tr is quasi-nilpotent. The result is used to obtain an expansion of a Riesz semigroup T(t) for t ≥ τ. As an application, we consider the solution of transport equation on a bounded convex body.  相似文献   

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