基于Cornish-Fisher展开的样本分位数渐进展开算法  

An Asymptotic Expansion Algorithm of the Random Sample Quartiles Based on Cornish-Fisher Expansion

作　　者：李美霖[1] 崔雪松[1] 姜今锡[1] 

机构地区：[1]延边大学理学院数学系,吉林延吉133002

出　　处：《延边大学学报（自然科学版）》2011年第4期306-310,344,共6页Journal of Yanbian University（Natural Science Edition）

摘　　要：基于Cornish-Fisher展开,提出了随机样本分位数渐进展开算法.借助于标准正态分布的分位数以及随机样本的前n阶累量,讨论了确定未知分布随机样本的分位数以及在复杂系统可靠性综合评估中构造系统可靠度置信区间的问题。Based on Cornish-Fisher expansion, we proposed a random sample asymptotic expansion algorithm of the quartiles. With the quantiles of standard normal distribution and the former n-order cumulant of random samples, we discussed how to find the quantiles of a random sample of the unknown distribution and construc- ted system reliability confidence interval in a reliability comprehensive assessment of the complex systems.

关 键 词：Cornish-Fisher展开 渐进展开 分位数 累量 系统可靠度 

分 类 号：O213.2[理学—概率论与数理统计]