经验CR统计量的高阶近似分布

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中国科学院大学学报 ›› 2006, Vol. 23 ›› Issue (5): 581-587.DOI: 10.7523/j.issn.2095-6134.2006.5.002

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经验CR统计量的高阶近似分布

张军舰

1 中国科学院数学与系统科学研究院, 北京, 100080;

2 广西师范大学数学与计算机科学学院, 桂林, 541004;

收稿日期:1900-01-01 修回日期:1900-01-01 发布日期:2006-09-15

On the Higher Approximation Distribution of Empirical CR Statistics

ZHANG Jun-Jian

1 Academy of Mathematics and Systems Science, CAS, Beijing,100080;

2 College of Mathematics and Computer Science, Guangxi Normal University, Guilin,541004

Received:1900-01-01 Revised:1900-01-01 Published:2006-09-15

摘要/Abstract

关键词: 经验CR统计量, Edgeworth 展开, 高阶近似分布

Abstract: First,we get the exact distribution function of when the density of is
a product of r(x; , I) and a polynomial, where r(x; , I) is density function of a mul-
tivariate normal distribution with mean and covariance matrix I. Next, we give the
higher approximation distribution of empirical CR statistics by using the first result.

Key words: Empirical CR Statistics, Edgeworth Expansion, Higher Approximation Dis- tribution

中图分类号:

O211.3

张军舰. 经验CR统计量的高阶近似分布[J]. 中国科学院大学学报, 2006, 23(5): 581-587.

ZHANG Jun-Jian. On the Higher Approximation Distribution of Empirical CR Statistics[J]. , 2006, 23(5): 581-587.

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