Applications of the representative points in statistical simulations

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	Applications of the representative points in statistical simulations
其他题名	Applications of the representative points in statistical simulations
	Fang KaiTai 1; Zhou Min 1; Wang WenJun 3
	2014
发表期刊	SCIENCE CHINA-MATHEMATICS
ISSN	1674-7283
卷号	57 期号:12 页码:2609-2620
摘要	The paper gives a new approach to statistical simulation and resampling by the use of number-theoretic methods and representative points. Resempling techniques take samples from an approximate population. The bootstrap suggests to use a random sample to form an approximate population. We propose to construct some approximate population distribution by the use of two kinds of representative points, and samples are taken from these approximate distributions. The statistical inference is based on those samples. The statistical inference in this paper involves estimation of mean, variance, skewness, kurtosis, quantile and density of the population distribution. Our results show that the new method can significantly improve the results by the use of Monte Carlo methods.
其他摘要	The paper gives a new approach to statistical simulation and resampling by the use of number-theoretic methods and representative points. Resempling techniques take samples from an approximate population. The bootstrap suggests to use a random sample to form an approximate population. We propose to construct some approximate population distribution by the use of two kinds of representative points, and samples are taken from these approximate distributions. The statistical inference is based on those samples. The statistical inference in this paper involves estimation of mean, variance, skewness, kurtosis, quantile and density of the population distribution. Our results show that the new method can significantly improve the results by the use of Monte Carlo methods.
关键词	DENSITY-FUNCTION bootstrap kernel density estimation normal distribution representative points resampling statistical simulation
收录类别	CSCD
语种	英语
资助项目	[Special Research Foundation from the Chinese Academy of Sciences] ; [Beijing Normal University-Hong Kong Baptist University United International College Research] ; [National Natural Science Foundation of China]
CSCD记录号	CSCD:5328465
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/54472
专题	中国科学院数学与系统科学研究院
作者单位	1.北京师范大学 2.中国科学院数学与系统科学研究院 3.海南师范大学
推荐引用方式 GB/T 7714	Fang KaiTai,Zhou Min,Wang WenJun. Applications of the representative points in statistical simulations[J]. SCIENCE CHINA-MATHEMATICS,2014,57(12):2609-2620.
APA	Fang KaiTai,Zhou Min,&Wang WenJun.(2014).Applications of the representative points in statistical simulations.SCIENCE CHINA-MATHEMATICS,57(12),2609-2620.
MLA	Fang KaiTai,et al."Applications of the representative points in statistical simulations".SCIENCE CHINA-MATHEMATICS 57.12(2014):2609-2620.