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Statistics Study Of Nonlinear Non-uniform Berry-Essen Community

Posted on:2015-02-19Degree:MasterType:Thesis
Country:ChinaCandidate:H J HuFull Text:PDF
GTID:2260330428459319Subject:Probability theory and mathematical statistics
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In probability theory, Berry-Esseen theorem of probability distribution’s main research is when statistics converge to a certain distribution, measure the probability distributions of the statistics and to determine the distribution be-tween the absolute distance can be controlled an optimal problem, at beginning the summation of independent random variables converges to the normal distribu-tion describes:for independent identical distributed random variables sequences X1,X2,...,Xn, and E(X1)=0,E(X12)=σ2>O,E(|X1|3)=ρ<∞, we can give a definition As the sample mean, Fn is Yn (?)/σ the cumulative distribution function.Φ is a standard normal distribution function. For all the n and x, have the following conclusion amongThe article is based on Chen and Shao (2007) an important inequality about non-uniform Berry-Esseen inequality and make some conclusions, in dealing with nonlinear statistics non-uniform Berry-Esseen time use to a thought, according to the decomposition of T=W+△, including W is a standard and independent random variables,△converges to0in probability,△is a measurable function random variable about{ζi,1≤i≤n}, after we need to construct a△i, is equal to them from△a random ζi to be separated, at the same time makes△i for any random variable makes ζi and (W-ζi,△i) is independent. through calculating the EA2and E(△-△i)2, and let them control an optimal convergence speed, and the ideal E△2and E(△-△i)2convergence rate is1/n and1/n2and. With the convergence rate of the two inequalities, we can apply Chen and Shao (2007) an important inequalities about non-uniform Berry-Esseen bound and obtained the nonlinear statistics non-uniform Berry-Esseen bound. To estimate the nonlinear statistics best non-uniform Berry-Esseen bound. This paper mainly studied two unique statistics, weighted U statistic and general-ized L statistic, the weighted U statistic and generalized L statistic has important application in statistical inference and their asymptotic properties got a lot of research. In this article, we present the weighted U statistic and generalized L statistic of non-uniform Berry-Esseen bound.
Keywords/Search Tags:Weighted U-statistics, Generalized L-statistic, U-statistic, non-uniform Berry-Esseen bound, normal approximation
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