经验CR统计量的高阶近似分布

张军舰

doi:10.7523/j.issn.2095-6134.2006.5.002

中国科学院大学学报 >

2006 , Vol. 23 >Issue 5: 581 - 587

DOI: https://doi.org/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

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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

网络出版日期: 2006-09-15

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On the Higher Approximation Distribution of Empirical CR Statistics

ZHANG Jun-Jian

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

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

Received date: 1900-01-01

Revised date: 1900-01-01

Online published: 2006-09-15

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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 . DOI: 10.7523/j.issn.2095-6134.2006.5.002

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

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