| 利用鞍点逼近与Bootstrapping方法估计统计量的分布 |
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| 引用本文： | 李述山,王秀芬.利用鞍点逼近与Bootstrapping方法估计统计量的分布[J].山东理工大学学报,2004,18(5):44-48. |
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| 作者姓名： | 李述山 王秀芬 |
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| 作者单位： | [1]山东科技大学信息科学与工程学院，山东泰安271019 [2]淄博职业学院基础部，山东淄博255000 |
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| 摘 要： | 统计量分布的确定是统计推断的一个关键工作，在总体分布已知的条件下，鞍点逼近在很多场合可以给出统计量分布的良好近似．在介绍鞍点逼近方法的基础上给出了一个结合鞍点逼近与Bootstrapping方法估计统计量分布的方法，解决了总体分布未知的条件下统计量近似分布的估计问题，并以样本均值的分布为例进行了讨论。
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| 关 键 词： | 鞍点逼近 统计量 逼近方法 样本均值 Bootstrapping方法 分布估计 |
| 文章编号： | 1672-6197(2004)05-0044-05 |
| 修稿时间： | 2004年5月11日 |
Estimating probability distribution of statistics by using saddlepoint oximations and bootstrapping methods |
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| LI Shu-shan,WANG Xiu-fen.Estimating probability distribution of statistics by using saddlepoint oximations and bootstrapping methods[J].Journal of Shandong University of Technology:Science and Technology,2004,18(5):44-48. |
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| Authors: | LI Shu-shan WANG Xiu-fen |
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| Institution: | LI Shu-shan~1,WANG Xiu-fen~2 |
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| Abstract: | Determination of probability distribution of statistics is an important work in statistic inference. Saddlepoint approximations can be given for saddlepoint approximations in many cases when the distribution of variable is known. But it is helpless when the distribution of variable is unknown. A method for estimating probability distribution of statistics, when the distribution of variable is unknown, is given by combining saddlepoint approximations and bootstrapping methods. It is discussed through the distribution of sample average values. |
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| Keywords: | saddlepoint approximation bootstrapping method statistics moment generating function cumulant generating function |
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