几个总体均值函数的鞍点逼近

Saddlepoint Approximations for Function of Means from Several Populations

  • 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。

     

    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.

     

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