摘要
我们考虑分布形式未知的矩法,假设分布函数F_θ(x)可用一多项式表示或逼近。多项式的阶数r未知,其系数为未知参数θ_1,…,θ_r。我们给出了θ_1,…,θ_r的一种新的矩法估计,r可自动地求得,估计是强一致的。
In this paper we consider the method of moments with unknown distribution form. Assume that the distribution function F_θ(x) can be expressed or approached by a polynomial with unknown power r and parameters θ_1; …,θ_r are involved as the coefficients. We develop a new method of moments to estimate the parameters θ_1,…,θ-r and find the r automatically. The estimates are strong consistent.
出处
《应用概率统计》
CSCD
北大核心
1995年第3期263-272,共10页
Chinese Journal of Applied Probability and Statistics
关键词
矩法
参数估计
分布形式
分布函数
method of moments, parameter estimation, distribution form.
