| 一类时变MAX序列样本均值的极限分布 |
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| 引用本文： | 陈家鑫.一类时变MAX序列样本均值的极限分布[J].汕头大学学报(自然科学版),1990,5(2):57-68. |
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| 作者姓名： | 陈家鑫 |
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| 摘 要： | 本文讨论来自一类时变MAX序列的一段样本(X_1,X_2,…,X_N)的联合特征函数的表示形式,并在一些简单的限制条件下给出样本均值N_~β(_N-E_N)渐近退化分布或正态分布的结论。
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| 关 键 词： | 时变MAX序列 局外输入 扰动输入 时变MA序列 时不变MA序列 随机向量的联合特征函数 Levy—Cramer定理 极限分布 |
The limit Distribution of The Sample Mean for The Time-Varying MAX Series |
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| Chen Jiaxin.The limit Distribution of The Sample Mean for The Time-Varying MAX Series[J].Journal of Shantou University(Natural Science Edition),1990,5(2):57-68. |
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| Authors: | Chen Jiaxin |
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| Institution: | Chen Jiaxin |
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| Abstract: | In this paper, We discuss the expression of joint characteristic function for a sample which comes from the time-varying MAX Series. Relying on some simple restrictive conditions, we prove that the sample mean N~β(_N—E_N)approximates the degenerate distribution or the Normal distribution. |
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| Keywords: | time-varying MAX Series exogenous input disturbance input time-varging MA series time-invariant MA series joint characterstic function of random vector Levy-Cramer theorem limiting distribution |
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