Asymptotic distribution of the product of trimmed sums(一类截断部分和乘积的渐近正态性)
对于取值为正的独立同分布且平方可积的随机变量X1,X2,…且有连续的分布函数,令Mn = max{X1,X2, …,Xn},对某固定常数a>0,令,截断和Tn(a)= Sn — Sn(a),在X的分布满足中尾分布的条件时,截断和Tn(a)的乘积为渐近对数正态....
Main Authors: | , |
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Format: | Article |
Language: | zho |
Published: |
Zhejiang University Press
2007-03-01
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Series: | Zhejiang Daxue xuebao. Lixue ban |
Subjects: | |
Online Access: | https://doi.org/zjup/1008-9497.2007.34.2.128-131 |