| 一类双边截断分布族中的Bahadur有效性 |
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| 引用本文： | 宋卫星. 一类双边截断分布族中的Bahadur有效性[J]. 北京师范大学学报(自然科学版), 2002, 38(1): 34-40. DOI: 10.3321/j.issn:0476-0301.2002.01.006 |
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| 作者姓名： | 宋卫星 |
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| 作者单位： | 北京师范大学数学系,100875,北京 |
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| 基金项目： | 高等学校博士学科点专项科研项目;; |
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| 摘 要： | 讨论了一类双边截断分布族中的Bahadur渐近有效性问题.基于一定的光滑性假设,得到了这种双边截断分布族的Bahadur界,并因此给出了该分布族中相合估计为Bahadur渐近有效估计的定义.对于一类常用的非参数估计,讨论了它们的Bahadur渐近有效性问题,指出这些常用的估计在给出的定义意义下,皆不是Bahadur渐近有效估计.从而在一个侧面上说明了所讨论的分布族与文献中讨论的其他双边截断分布族有本质的不同.
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| 关 键 词： | 双边截断分布族 相合估计 Bahadur渐近有效估计 |
| 修稿时间： | 2001-09-30 |
BAHADUR EFFICIENCY IN ONE KIND OF TWO SIDE TRUNCATED DISTRIBUTION FAMILIES |
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| Song Weixing. BAHADUR EFFICIENCY IN ONE KIND OF TWO SIDE TRUNCATED DISTRIBUTION FAMILIES[J]. Journal of Beijing Normal University(Natural Science), 2002, 38(1): 34-40. DOI: 10.3321/j.issn:0476-0301.2002.01.006 |
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| Authors: | Song Weixing |
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| Abstract: | Bahadur Efficiency problem is discussed in one class of two side truncated distribution families. Based on some smooth conditions, the Bahadur bound for this distribution family is derived, and a definition of Bahadur efficiency is proposed. It is also proved that the common used estimators are not Bahadur efficient under the meaning of our definition. This fact, from a new angle, shows the two side distribution family discussed is different in nature from other two side truncated distribution families studied in the references. |
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| Keywords: | two side truncated distribution families consistent estimator Bahadur efficiency |
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