U-统计量的Edgeworth展开及其随机加权逼近  

AN EDGEWORTH EXPANSION FOR THE U - STATISTIC AND ITS RANDOM WEIGHTING APPROXIMATION

作　　者：金华[1] 

机构地区：[1]华南师范大学数学系,广东广州510631

出　　处：《华南师范大学学报（自然科学版）》2002年第4期21-24,共4页Journal of South China Normal University(Natural Science Edition)

摘　　要：探讨了独立样本情形下U-统计量的分布的渐近展开,在较一般的条件下证明其Edgeworth展开的余项之误差可达到o（N-1/2）,并构造精度为o（n-1/2）的随机加权逼近.The asymptotic expansion for the distribution of a U - statistic is considered under assumptions that the samples are independently but not identically distributed, and its Edge-worth expansion is proved to hold with remainder o ( n -1/2 ) under comparatively general conditions while a random weighting approximation to the distribution of interest with accuracy of o (n -1/2) is constructed.

关 键 词：U-统计量 EDGEWORTH展开 随机加权逼近 分布逼近 统计论 独立同分布 

分 类 号：O212.1[理学—概率论与数理统计] O241.[理学—数学]