کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155033 | 958433 | 2009 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions](/preview/png/1155033.png)
چکیده انگلیسی
An asymptotic expansion of the distribution of Student's t type statistic based on the multivariate standardized or studentized sample mean vector is obtained by making use of an Edgeworth expansion up to the order O(Nâ2), where N is sample size and Student's t type transformation is defined by Tα(X)=(pâ1)12αâ²X(âXâ2â(αâ²X)2)â12 for any αâRp, αâ²Î±=1. It turns out that a t-approximation to Student's t type statistic based on the studentized sample mean vector has the error o(Nââ), if a certain spherical population has at least 4(â+1)th moment, where â=0,1,2. Some numerical experiments are also conducted to evaluate the accuracy of the result.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 79, Issue 18, 15 September 2009, Pages 1935-1942
Journal: Statistics & Probability Letters - Volume 79, Issue 18, 15 September 2009, Pages 1935-1942
نویسندگان
Toshiya Iwashita, Yoshihide Kakizawa, Tatsuki Inoue, Takashi Seo,