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正态分布均值变点估计的收敛速度研究
  • 期刊名称：合肥工业大学学报31（2008）2062-2065
  • 时间：0
  • 分类：O212.7[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]安徽大学数学科学学院,安徽合肥230039
  • 相关基金：国家自然科学基金资助项目（10571001）;安徽大学创新团队基金资助项目
  • 相关项目：若干复杂的统计推断问题的理论及其应用
关键词： 正态分布, 变点, 相合性, 收敛速度, normal distribution, change point, consistency, convergence rate
中文摘要：

运用累积和CUSUM的方法研究了独立正态随机变量序列均值变点问题。在方差不变的条件下，证明了均值变点CUSUM型估计的强弱相合性，并且给出了变点估计的强弱收敛速度。与研究正态分布参数变点问题的其他文献相比，该文研究了更一般的情形下的相合性。

英文摘要：

The change point problem in the mean of a sequence of independent normal random variables is considered using CUSUM methods. This paper proves the consistency of the CUSUM-type estimator of the change point when the variance remains unchanged, and at the same time, the strong and weak convergence rates of the change point estimator are given. Unlike the results from other papers in which the change point of the parameters of normal distributon was discussed, the paper studies the consistency in a more general case.

同期刊论文项目
若干复杂的统计推断问题的理论及其应用
期刊论文 63 会议论文 10
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