几个总体均值函数的鞍点逼近

详细信息

Saddlepoint Approximations for Function of Means from Several Populations

1. Department of Mathematics, Hong Kong University of Science and Technology, Hong Kong;
2. Department of Mathematics, Lanzhou University, Lanzhou, 730000

Funds:

National Nature Science Foundation of China 19871035

Nature Science Foundation of Gansu Province B4.

摘要: 本文发展了几个总体的均值向量的函数的尾部概率的鞍点逼近方法，并应用它于Bootstrap估计中。以代替Monte Carlo模拟，一些数值例子说明了其近似精度。
- Bootstrap /
- Edgeworth展开 /
- 鞍点逼近
Abstract: Saddlepoint approximations for marginal tail probabilities for a real-valued function of vector means from it several populations are developed. The approximations are then shown to give great numerical accuracy, which are demonstrated in some numerical examples. Application to the bootstrap is also considered in order to avoid intensive Monte Carlo simulations.
- Bootstrap /
- Edgeworth expansion /
- saddlepoint approximation