单样本U统计量及其渐近性质  

One-Sample U Statistic and Its Asymptotic Behavior

作　　者：陈敏琼[1] CHEN Min-qiong(Xinhua College of Sun Yat-Sen University, Guangzhou 510520, China)

机构地区：[1]中山大学新华学院,广东广州510520

出　　处：《数学的实践与认识》2017年第18期294-301,共8页Mathematics in Practice and Theory

基　　金：中山市科技规划项目(20123A351)

摘　　要：系统地介绍了单样本U统计量的概念与H-分解,及利用H-分解的相关性质导出U统计量的渐近性质的结论,给出了H-分解的有关性质的数学归纳法证明,从U统计量的角度举例证明了我们常见的一些统计量的渐近正态性.Introduce the concept of one-sample U statistics and the H-decomposition, which is the basic for studying the asymptotic behavior of U statistics. Give the mathematical induction proof of the properties of H-decomposition. Some examples are also presented to explain why many statistics we often used are asymptotical normal.

关 键 词：U统计量 H-分解 数学归纳法 渐近正态性 

分 类 号：O212.7[理学—概率论与数理统计]