| 正态分布均值变点估计的收敛性 |
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| 引用本文： | 张永军.正态分布均值变点估计的收敛性[J].安徽大学学报(自然科学版),2008,32(6). |
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| 作者姓名： | 张永军 |
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| 作者单位： | 合肥学院,学报编辑部,安徽,合肥,230022 |
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| 摘 要： | KoKoszka和Leipus先前讨论了独立序列中均值变点估计的相合性,而该文讨论了较为特殊的情形,即正态分布均值变点问题,利用CUSUM方法,研究了独立正态随机变量序列中方差不发生变化时,均值变点估计的相和性,并得到收敛速度.
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| 关 键 词： | 变点问题 CUSUM型估计 相合性 收敛速度 |
The convergence of the estimator for the change point in the mean of normal distribution |
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| ZHANG Yong-jun.The convergence of the estimator for the change point in the mean of normal distribution[J].Journal of Anhui University(Natural Sciences),2008,32(6). |
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| Authors: | ZHANG Yong-jun |
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| Abstract: | The consistency of the estimators for the change point in the mean of dependent observations was obtained by Kokoszka and Leipus.In this paper,we studied a special case,and the change point problem in the mean of normal distribution was discussed,we studied the consistency of the estimator for the change point in the mean of independent normal random serials by use of CUSUM,when the variance didn't change.And we obtained the convergence rate for the estimator. |
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| Keywords: | change point problem CUSUM-type estimator consistency convergence rate |
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