論文

査読有り
2000年6月

Quantitative approximation to the ordered Dirichlet distribution under varying basic probability spaces

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
  • T Yamada
  • ,
  • T Matsunawa

52
2
開始ページ
197
終了ページ
214
記述言語
英語
掲載種別
研究論文(学術雑誌)
出版者・発行元
KLUWER ACADEMIC PUBL

An approximate expansion of a sequence of ordered Dirichlet densities is given under the set-up with varying dimensions of the relating basic probability spaces. The problem is handled as the approximation to the joint distribution of an increasing number of selected order statistics based on the random sample drawn from the uniform distribution U(0, 1). Some inverse factorial series to the expansion of logarithmic function enable us to give quantitative error evaluations to our problem. With the help of them the relating modified K-L information number, which is defined on an approximate main domain and different from the usual ones, is accurately evaluated. further, the proof of the approximate joint normality of the selected order statistics is more systematically presented than those given in existing works. Concerning the approximate normality the modified affinity and the half variation distance are also evaluated.

リンク情報
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000087936000001&DestApp=WOS_CPL
ID情報
  • ISSN : 0020-3157
  • Web of Science ID : WOS:000087936000001

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