共查询到20条相似文献,搜索用时 46 毫秒
1.
K. F. Cheng 《Annals of the Institute of Statistical Mathematics》1982,34(1):479-489
Summary Letf
n
(p)
be a recursive kernel estimate off
(p) thepth order derivative of the probability density functionf, based on a random sample of sizen. In this paper, we provide bounds for the moments of
and show that the rate of almost sure convergence of
to zero isO(n
−α), α<(r−p)/(2r+1), iff
(r),r>p≧0, is a continuousL
2(−∞, ∞) function. Similar rate-factor is also obtained for the almost sure convergence of
to zero under different conditions onf.
This work was supported in part by the Research Foundation of SUNY. 相似文献
2.
Wlodzimier Greblicki Miroslaw Pawlak 《Annals of the Institute of Statistical Mathematics》1985,37(1):443-454
Summary In the paper we estimate a regressionm(x)=E {Y|X=x} from a sequence of independent observations (X
1,Y
1),…, (X
n, Yn) of a pair (X, Y) of random variables. We examine an estimate of a type
, whereN depends onn andϕ
N is Dirichlet kernel and the kernel associated with the hermite series. Assuming, that E|Y|<∞ and |Y|≦γ≦∞, we give condition for
to converge tom(x) at almost allx, provided thatX has a density. if the regression hass derivatives, then
converges tom(x) as rapidly asO(nC−(2s−1)/4s) in probability andO(n
−(2s−1)/4s logn) almost completely. 相似文献
3.
Dale Umbach 《Annals of the Institute of Statistical Mathematics》1981,33(1):135-140
Summary LetF be a distribution function over the real line. DefineR
p(y)=∫|x−y|pdF(x) forp≧1. Forp>1 there is a unique minimizer ofR
p(·), sayγ
p. Under mild conditions onF it is shown that
exists and that the limit is a median. Thus, one could use this limit as a definition of a unique median. Also it is shown
that
whereR is the right extremity ofF andL is the left extremity ofF provided that −∞<L≦R<∞. A similar result is available ifL=−∞,R=∞, yetF has symmetric tails. 相似文献
4.
Summary Let
be a sequence of independent identically distributed random variables withθ
1∼G and the conditional distribution ofx
1 givenθ
1=θ given by
. HereG is unknown andF
θ(·) is known. This paper provides estimators
ofG based onx
1, …,x
n such that the random variable sup
has an asymptotic distribution asn→∞ under certain on conditionsG and for certain choices ofF
θ. A simulation model has been discussed involving the uniform distribution on (0, θ) forF
θ and an exponential distribution forG.
Research supported by the National Science Foundation under Grant #MCS77-26809. 相似文献
5.
Let (X, Xn; n ≥1) be a sequence of i.i.d, random variables taking values in a real separable Hilbert space (H, ||·||) with covariance operator ∑. Set Sn = X1 + X2 + ... + Xn, n≥ 1. We prove that, for b 〉 -1,
lim ε→0 ε^2(b+1) ∞ ∑n=1 (logn)^b/n^3/2 E{||Sn||-σε√nlogn}=σ^-2(b+1)/(2b+3)(b+1) B||Y|^2b+3
holds if EX=0,and E||X||^2(log||x||)^3bv(b+4)〈∞ where Y is a Gaussian random variable taking value in a real separable Hilbert space with mean zero and covariance operator ∑, and σ^2 denotes the largest eigenvalue of ∑. 相似文献
lim ε→0 ε^2(b+1) ∞ ∑n=1 (logn)^b/n^3/2 E{||Sn||-σε√nlogn}=σ^-2(b+1)/(2b+3)(b+1) B||Y|^2b+3
holds if EX=0,and E||X||^2(log||x||)^3bv(b+4)〈∞ where Y is a Gaussian random variable taking value in a real separable Hilbert space with mean zero and covariance operator ∑, and σ^2 denotes the largest eigenvalue of ∑. 相似文献
6.
De-Jun Feng 《Israel Journal of Mathematics》2003,138(1):353-376
Let (Σ,σ) be a full shift space on an alphabet consisting ofm symbols and letM: Σ→L
+(ℝ
d
, ℝ
d
) be a continuous function taking values in the set ofd×d positive matrices. Denote by λ
M
(x) the upper Lyapunov exponent ofM atx. The set of possible Lyapunov exponents is just an interval. For any possible Lyapunov exponentα, we prove the following variational formula,
, where dim is the Hausdorff dimension or the packing dimension,P
M(q) is the pressure function ofM, μ is aσ-invariant Borel probability measure on Σ,h(μ) is the entropy ofμ, and
.
The author was partially supported by a HK RGC grant in Hong Kong and the Special Funds for Major State Basic Research Projects
in China. 相似文献
7.
Ibrahim A. Ahmad 《Annals of the Institute of Statistical Mathematics》1980,32(1):223-240
LetF andG denote two distribution functions defined on the same probability space and are absolutely continuous with respect to the
Lebesgue measure with probability density functionsf andg, respectively. A measure of the closeness betweenF andG is defined by:
. Based on two independent samples it is proposed to estimate λ by
, whereF
n
(x) andG
n
(x) are the empirical distribution functions ofF(x) andG(x) respectively and
and
are taken to be the so-called kernel estimates off(x) andg(x) respectively, as defined by Parzen [16]. Large sample theory of
is presented and a two sample goodness-of-fit test is presented based on
. Also discussed are estimates of certain modifications of λ which allow us to propose some test statistics for the one sample
case, i.e., wheng(x)=f
0
(x), withf
0
(x) completely known and for testing symmetry, i.e., testingH
0:f(x)=f(−x). 相似文献
8.
Nguyen Canh Luong 《Advances in Applied Clifford Algebras》2001,11(2):171-180
The factorization of the Laplacian by means of first order systems and of second order operators was considered by several
authors (see, e.g [2],[3],[4]).
In the paper the definition of Cauchy-Riemann system (CR-system) of ordern is given by their symbols.
We prove that ifD
(n) is the symbol andD
(s, n) is the sign-matrix of CR-system, then
and
where Δ denotes teh Laplacian operator inR
n. We show that(CN)
n ≠ ϕ if and only ifn ∈ {2, 4, 8}.
This work was supported in part by N.B.R.P in N.S. Vietnam 相似文献
9.
In the present paper, we derive the Laplace transforms of the integral functionals
and
where p and q are real numbers, {B
t
(μ)
: t ≥ 0} is a Brownian motion with drift μ > 0 (denoted BM(μ)), and {R
t
(3)
: t ≥ 0} is a 3-dimensional Bessel process (denoted BES(3)). The transforms are given in terms of Gauss' hypergeometric functions, and the results are closely related to some results
for functionals of Jacobi diffusions. This work generalizes and completes some results of Donati-Martin and Yor and Salminen
and Yor. Bibliography: 18 titles.
__________
Published in Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 51–78. 相似文献
10.
Y. L. Tong 《Annals of the Institute of Statistical Mathematics》1987,39(1):289-297
Summary This paper concerns interval estimation of the critical value θ which satisfies
under the general linear model,Y
i
=μ(x
i
)+ε
i
(i=1,2,···), where
for
and the functional forms off
j
′
s are known. From an asymptotic expansion it is shown that, under reasonable conditions, the limiting distribution of
is normal. Thus in the large-sample case a confidence interval for θ can be obtained. Such a result is useful when one is
interested in carrying out a retrospective analysis rather than designing the experiment (as in the Kiefer-Wolfowitz procedure).
In Section 3 a sequential procedure is considered for confidence intervals with fixed width 2d. It is shown that, for a given stopping variableN,
is also asymptotically normal asd→0. Thus the coverage probability converges to 1−α (preassigned) asd→0. An example of application in estimating the phase parameter in circadian rhythms is given for the purpose of illustration.
Research partially supported by the NSF Grant DMS-8502346. 相似文献
11.
Emin Özçag 《Proceedings Mathematical Sciences》1999,109(1):87-94
The distributionF(x
+, −r) Inx+ andF(x
−, −s) corresponding to the functionsx
+
−r lnx+ andx
−
−s respectively are defined by the equations
(1) and
(2) whereH(x) denotes the Heaviside function. In this paper, using the concept of the neutrix limit due to J G van der Corput [1], we evaluate
the non-commutative neutrix product of distributionsF(x
+, −r) lnx+ andF(x
−, −s). The formulae for the neutrix productsF(x
+, −r) lnx
+ ox
−
−s, x+
−r lnx+ ox
−
−s andx
−
−s o F(x+, −r) lnx+ are also given forr, s = 1, 2, ... 相似文献
12.
Precise estimate of total deficiency of meromorphic derivatives 总被引:7,自引:0,他引:7
Lo Yang 《Journal d'Analyse Mathématique》1990,55(1):287-296
Let f(z) be a transcendental meromorphic function in the finite plane andk be a positive integer. Then we have
. Moreover, if the order of f(z) is finite, then we also have
, where δ(a, f(k)) denotes the deficiency of the valuea with respect to f(k) and θ(∞,f) is the ramification index of ∞ with respect tof. 相似文献
13.
Ryoichi Shimizu 《Annals of the Institute of Statistical Mathematics》1986,38(1):195-204
Summary LetX be a positive random variable with the survival function
and the densityf. LetX have the moments μ=E(X) and μ2=E(X
2) and put ε=|1-μ2/2μ2|. Put
and
. It is proved that the following inequalities hold:
, for allx>0, ifq(x) is monotone and that
, ifq
1
(x) is monotone. It is also shown that Brown's inequality
which holds wheneverq
1
(x) is increasing is not valid in general whenq
1 is decreasing.
The Institute of Statistical Mathematics 相似文献
14.
Kôichi Inada 《Annals of the Institute of Statistical Mathematics》1984,36(1):207-215
Summary This paper considers the problem of estimating a normal mean from the point of view of the estimation after preliminary test
of significance. But our point of view is different from the usual one. The difference is interpretation about a null hypothesis.
Let
denote the sample mean based on a sample of sizen from a normal population with unknown mean μ and known varianceσ
2. We consider the estimator that assumes the value
when
and the value
when
where ω is a real number such that 0≤ω≤1 andC is some positive constant. We prove the existence of ω, satisfying the minimax regret criterion and make a numerical comparison
among estimators by using the mean square error as a criterion of goodness of estimators. 相似文献
15.
Shinji Azuma Kenji Hayashi Akio Kudô 《Annals of the Institute of Statistical Mathematics》1984,36(1):475-479
Summary Given two sets of sizek, {α
1...,α
k} and {β
1...,β
k} there arek! possible combinations of these two
, and suppose there is apriori given a number corresponding to the partnership (α
1,β
j}. The average of the numbers corresponding to
is a random variable, and this paper presents the first five moments of the average, and an application in the study of an
isolated human population is demonstrated. 相似文献
16.
Jun Zhang 《Annals of the Institute of Statistical Mathematics》2007,59(1):161-170
The family of α-connections ∇(α) on a statistical manifold equipped with a pair of conjugate connections and is given as . Here, we develop an expression of curvature R
(α) for ∇(α) in relation to those for . Immediately evident from it is that ∇(α) is equiaffine for any when are dually flat, as previously observed in Takeuchi and Amari (IEEE Transactions on Information Theory 51:1011–1023, 2005). Other related formulae are also developed.
The work was conducted when the author was on sabbatical leave as a visiting research scientist at the Mathematical Neuroscience
Unit, RIKEN Brain Science Institute, Wako-shi, Saitama 351-0198, Japan. 相似文献
17.
LetK be a field, charK=0 andM
n
(K) the algebra ofn×n matrices overK. If λ=(λ1,…,λ
m
) andμ=(μ
1,…,μ
m
) are partitions ofn
2 let
wherex
1,…,x
n
2,y
1,…,y
n
2 are noncommuting indeterminates andS
n
2 is the symmetric group of degreen
2.
The polynomialsF
λ, μ
, when evaluated inM
n
(K), take central values and we study the problem of classifying those partitions λ,μ for whichF
λ, μ
is a central polynomial (not a polynomial identity) forM
n
(K).
We give a formula that allows us to evaluateF
λ, μ
inM(K) in general and we prove that if λ andμ are not both derived in a suitable way from the partition δ=(1, 3,…, 2n−3, 2n−1), thenF
λ, μ
is a polynomial identity forM
n
(K). As an application, we exhibit a new class of central polynomials forM
n
(K).
In memory of Shimshon Amitsur
Research supported by a grant from MURST of Italy. 相似文献
18.
I. N. Brui 《Mathematical Notes》1997,62(5):566-574
Suppose that a lower triangular matrix μ:[μ
m
(n)
] defines a conservative summation method for series, i.e.,
and the sequence (ρ
m
,m ∈ ℤ0), is bounded away from zero. Then the trigonometric series
is the Fourier series of a functionf ∈L
p
(
), wherep ε ]1; ∞[, if and only if the sequence ofp-norms of its μ-means is bounded:
In the case of the Fejér method, we have the test due to W. and G. Young (1913). In the case of the Fourier method, we obtain
the converse of the Riesz theorem (1927).
Translated fromMatematicheskie Zametki, Vol. 62, No. 5, pp. 677–686, November, 1997.
Translated by N. K. Kulman 相似文献
19.
Yuexu Zhao 《Bulletin of the Brazilian Mathematical Society》2006,37(3):377-391
Let X1, X2, ... be i.i.d. random variables with EX1 = 0 and positive, finite variance σ2, and set Sn = X1 + ... + Xn. For any α > −1, β > −1/2 and for κn(ε) a function of ε and n such that κn(ε) log log n → λ as n ↑ ∞ and
, we prove that
*Supported by the Natural Science Foundation of Department of Education of Zhejiang Province (Grant No. 20060237 and 20050494). 相似文献
20.
Consider the parameter space Θ which is an open subset of ℝ
k
,k≧1, and for each θ∈Θ, let the r.v.′sY
n
,n=0, 1, ... be defined on the probability space (X,A,P
θ) and take values in a Borel setS of a Euclidean space. It is assumed that the process {Y
n
},n≧0, is Markovian satisfying certain suitable regularity conditions. For eachn≧1, let υ
n
be a stopping time defined on this process and have some desirable properties. For 0 < τ
n
→ ∞ asn→∞, set
h
n
→h ∈R
k
, and consider the log-likelihood function
of the probability measure
with respect to the probability measure
. Here
is the restriction ofP
θ to the σ-field induced by the r.v.′sY
0,Y
1, ...,
. The main purpose of this paper is to obtain an asymptotic expansion of
in the probability sense. The asymptotic distribution of
, as well as that of another r.v. closely related to it, is obtained under both
and
.
This research was supported by the National Science Foundation, Grant MCS77-09574.
Research supported by the National Science Foundation, Grant MCS76-11620. 相似文献