标准化样本均值分布的随机加权逼近——多维情形  

RANDOM WEIGHTING APPROXIMATION FOR THE DISTRIBUTION OF STANDARDIZED SAMPLE MEAN-MULTI-DIMENSIONAL CASE

作　　者：石坚[1] 

机构地区：[1]北京大学,北京100871

出　　处：《应用概率统计》1994年第3期233-242,共10页Chinese Journal of Applied Probability and Statistics

基　　金：国家自然科学基金资助的项目.

摘　　要：本文考虑多维标准化样本均值分布的随机加权逼近,得到了O((?)^(-1/2))的最优精度,从而拓广了随机加权法的应用范围.In this paper we consider random weighting approximation for the distribution of multi-dimensional standardized sample mean and obtain optimal accuracy o(n-1/2). Thus we have expanded the application range of the random weighting method.

关 键 词：样本 均值 随机加权逼近 正态分布 

分 类 号：O211[理学—概率论与数理统计]