数学物理学报(英文版) ›› 2000, Vol. 20 ›› Issue (4): 522-532.

• 论文 • 上一篇    下一篇

EDGEWORTH EXPANSION AND BOOTSTRAP APPROXIMATION FOR THE STUDENTIZED MLE FROM RANDOMLY CENSORED EXPONENTIAL SAMPLES

 王启华   

  1. Institute of Applied Mathematics, Chinese Academy of Science, Beijing 100080, China
  • 收稿日期:1998-07-21 修回日期:1999-04-13 出版日期:2000-06-15 发布日期:2000-06-15
  • 基金资助:

    Research supported by the NNSF of China

EDGEWORTH EXPANSION AND BOOTSTRAP APPROXIMATION FOR THE STUDENTIZED MLE FROM RANDOMLY CENSORED EXPONENTIAL SAMPLES

 WANG Qi-Hua   

  1. Institute of Applied Mathematics, Chinese Academy of Science, Beijing 100080, China
  • Received:1998-07-21 Revised:1999-04-13 Online:2000-06-15 Published:2000-06-15
  • Supported by:

    Research supported by the NNSF of China

摘要:

In this paper, the author studies the asymptotic accuracies of the one-term
Edgeworth expansions and the bootstrap approximation for the studentized MLE from
randomly censored exponential population. It is shown that the Edgeworth expansions
and the bootstrap approximation are asymptotically close to the exact distribution of the
studentized MLE with a rate.

关键词: Maxlihood likelihood estimate, edgeworth expansion, bootstrap approximation

Abstract:

In this paper, the author studies the asymptotic accuracies of the one-term
Edgeworth expansions and the bootstrap approximation for the studentized MLE from
randomly censored exponential population. It is shown that the Edgeworth expansions
and the bootstrap approximation are asymptotically close to the exact distribution of the
studentized MLE with a rate.

Key words: Maxlihood likelihood estimate, edgeworth expansion, bootstrap approximation

中图分类号: 

  • 62F05