AN EDGEWORTH EXPANSION AND A NORMALIZING TRANSFORMATION FOR L-STATISTICS

Autor:	Yoshihiko Maesono
Jazyk:	angličtina
Rok vydání:	2007
Předmět:	Normalizing transformation Statistics::Theory Gini's mean difference Transformation (function) Edgeworth expansion Statistics Statistics::Methodology Ocean Engineering Studentized L-statistics Edgeworth series H-decomposition Jackknife estimator of variance Mathematics
Zdroj:	Bulletin of informatics and cybernetics. 39:25-43
ISSN:	0286-522X
Popis:	We obtain a stochastic approximation of a jackknife variance estimator of an L-statistic and also derive an approximation of a studentized L-statistic, in which we substitute the jackknife variance estimator. An Edgeworth expansion with remainder term o($n^-1/2$) is established for the studentized L-statistic. Using the Edgeworth expansion, we also discuss a normalizing transformation which improves the accuracy of the coverage probability of confidence interval.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::74287a720e6a9b8f68c475935a7907ca http://hdl.handle.net/2324/16772 Zobrazit plný text záznamu