一类可交换随机序列极值次序统计量的极限分布及其应用  

The Joint Asymptotic Distributions of Extreme Order Statistics of Complete and Incomplete Samples from Exchangeable Variables and Their Applications

作　　者：陶颖 

机构地区：[1]浙江师范大学数学科学学院,浙江 金华 [2]嘉兴大学数据科学学院,浙江 嘉兴

出　　处：《应用数学进展》2024年第10期4674-4682,共9页Advances in Applied Mathematics

摘　　要：设X={ Xn,n≥1 }是一列可交换的随机变量,并假设X中仅仅有部分随机变量能够被观测到。在随机缺失情形下,本文证明了完全样本极值次序统计量与非完全样本极值次序统计量的联合极限分布,并用所得结果研究了阿基米德Copula相依结构下完全样本极值次序统计量与非完全样本极值次序统计量的渐近关系。Let X={ Xn,n≥1 }be a sequence of exchangeable variables and suppose that only parts of them can be observed. In this paper, we derived the joint asymptotic distributions of extreme order statistics of complete and incomplete samples under conditional independence. We also investigate the joint asymptotic relation between extreme order statistics of complete and incomplete samples under Archimedean copulas.

关 键 词：可交换随机变量 阿基米德COPULA 极值次序统计量 随机缺失 

分 类 号：O17[理学—数学]