Asymptotic Behavior of Parameter Estimates of Exponential-Type Random Variables

Autor: Knopov, P., Volokh, L.
Zdroj: Cybernetics and Systems Analysis; November 2003, Vol. 39 Issue: 6 p835-838, 4p
Abstrakt: Asymptotic behavior of estimates for unknown parameters of random variables that satisfy a condition of strong hashing is considered. Distribution of functionals of such estimates is normal provided that the true value of the parameter is an interior point.
Databáze: Supplemental Index