KMS Of Academy of mathematics and systems sciences, CAS
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
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ISSN | 1009-6124 |
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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