| 正态分布均值变点估计的收敛速度研究 |
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| 引用本文： | 沈燕,胡舒合.正态分布均值变点估计的收敛速度研究[J].合肥工业大学学报(自然科学版),2008,31(12). |
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| 作者姓名： | 沈燕 胡舒合 |
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| 作者单位： | 安徽大学,数学科学学院,安徽,合肥,230039 |
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| 基金项目： | 国家自然科学基金资助项目
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安徽大学创新团队基金
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| 摘 要： | 运用累积和CUSUM的方法研究了独立正态随机变量序列均值变点问题。在方差不变的条件下,证明了均值变点CUSUM型估计的强弱相合性,并且给出了变点估计的强弱收敛速度。与研究正态分布参数变点问题的其他文献相比,该文研究了更一般的情形下的相合性。
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| 关 键 词： | 正态分布 变点 相合性 收敛速度 |
Research on the convergence rate of the estimator for the change point in the mean of normal distribution |
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| SHEN Yan,HU Shu-he.Research on the convergence rate of the estimator for the change point in the mean of normal distribution[J].Journal of Hefei University of Technology(Natural Science),2008,31(12). |
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| Authors: | SHEN Yan HU Shu-he |
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| Abstract: | The change point problem in the mean of a sequence of independent normal random variables is considered using CUSUM methods.This paper proves the consistency of the CUSUM-type estimator of the change point when the variance remains unchanged,and at the same time,the strong and weak convergence rates of the change point estimator are given.Unlike the results from other papers in which the change point of the parameters of normal distributon was discussed,the paper studies the consisteney in a more general case. |
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| Keywords: | normal distribution change point consistency convergence rate |
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