应用概率统计
應用概率統計
응용개솔통계
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2010年
3期
255-262
,共8页
弱相依系数%协方差不等式%强大数定律%相关随机变量列
弱相依繫數%協方差不等式%彊大數定律%相關隨機變量列
약상의계수%협방차불등식%강대수정률%상관수궤변량렬
Weak dependence coefficient%covariance inequality%strong law of large numbers%associated r.v.s
提出检验总体分位数的基于排序集抽样的符号检验,分析了不同挑选抽样相对于均衡抽样的Pitman渐近效率.针对不同分位数,具体给出使符号统计量的效率达到最大的抽样设计,并且证明了最优抽样不依赖于总体分布.
提齣檢驗總體分位數的基于排序集抽樣的符號檢驗,分析瞭不同挑選抽樣相對于均衡抽樣的Pitman漸近效率.針對不同分位數,具體給齣使符號統計量的效率達到最大的抽樣設計,併且證明瞭最優抽樣不依賴于總體分佈.
제출검험총체분위수적기우배서집추양적부호검험,분석료불동도선추양상대우균형추양적Pitman점근효솔.침대불동분위수,구체급출사부호통계량적효솔체도최대적추양설계,병차증명료최우추양불의뢰우총체분포.
The purpose of this paper is to propose a new weak dependence coefficient between two random variables under integral probability metric.We show that our coefficient may be also used to obtain covariance inequality and strong law of large numbers,and we can further investigate moment inequalities for associated r.v.s..