Acta mathematica scientia,Series B ›› 2000, Vol. 20 ›› Issue (4): 522-532.

• Articles • Previous Articles     Next Articles

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

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

CLC Number: 

  • 62F05
Trendmd