基于子样分位数和刀切法的统计推断

STATISTICAL INFERENCES BASED ON SAMPLE QUANTILES AND JACKKNIFE

  • 摘要: 本文考虑对母体分位数之函数作统计推断的问题.子样分位数之函数的渐近分布为正态.使用刀切法,我们给出了渐近分布的方差与协方差的估计量并建立了它们的一致性.这些结果提供了一些在渐近意义下正确的统计推断方法.

     

    Abstract: The problem of statistical inferences about functions of population quantiles is considered. The asymptotic distributions of functions of sample quantiles are normal.We propose estima tots of the variances and covariances of the asymptotic distribution by the jackknife method and establish their consistency.The results provide asymptotically valid procedures for statis- tical inferences.

     

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