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CONVOLUTION THEOREM AND ASYMPTOTIC EFFICIENCY IN TWO SIDE TRUNCATED DISTRIBUTION FAMILY—THE NORMAL CASE
其他题名Convolution theorem and asymptotic efficiency in two side truncated distribution family-the normal case
Song Weixing1; Cheng Ping2
2002
发表期刊系统科学与复杂性:英文版
ISSN1009-6124
卷号15.0期号:003页码:315-328
摘要In the distribution family with common support and the one side truncated distribution family,Bickle,I.A.Ibragimov and R.Z.Hasminskii proved two important convolution theorems.As to the two-side truncated case,we also proved a convolution theorem,which plays an extraordinary role in the efficency theory.In this paper,we will study another kind of two-side truncated distribution family,and prove a convolution result with normal form.On the basis of this convolution result,a new kind of efficiency concept is given;meanwhile,we will show that MLE is an efficient estimate in this distribution family.
其他摘要In the distribution family with common support and the one side truncated distribution family, Bickle, I. A. Ibragimov and R. Z. Hasminskii proved two important convolution theorems. As to the two-side truncated case, we also proved a convolution theorem, which plays an extraordinary role in the efficiency theory. In this paper, we will study another kind of two-side truncated distribution family, and prove a convolution result with normal form. On the basis of this convolution result, a new kind of efficiency concept is given; meanwhile, we will show that MLE is an efficient estimate in this distribution family.
关键词系统分析 效率理论 褶积理论 渐近效率 两侧截平分布族
收录类别CSCD
语种中文
CSCD记录号CSCD:1363947
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/56225
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
推荐引用方式
GB/T 7714
Song Weixing,Cheng Ping. CONVOLUTION THEOREM AND ASYMPTOTIC EFFICIENCY IN TWO SIDE TRUNCATED DISTRIBUTION FAMILY—THE NORMAL CASE[J]. 系统科学与复杂性:英文版,2002,15.0(003):315-328.
APA Song Weixing,&Cheng Ping.(2002).CONVOLUTION THEOREM AND ASYMPTOTIC EFFICIENCY IN TWO SIDE TRUNCATED DISTRIBUTION FAMILY—THE NORMAL CASE.系统科学与复杂性:英文版,15.0(003),315-328.
MLA Song Weixing,et al."CONVOLUTION THEOREM AND ASYMPTOTIC EFFICIENCY IN TWO SIDE TRUNCATED DISTRIBUTION FAMILY—THE NORMAL CASE".系统科学与复杂性:英文版 15.0.003(2002):315-328.
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