摘要
本文给出了概率密度函数的随机加权估计,证明了随机加权分布与密度估计的标准化估计量的分布的逼近精度可达到0(1/);并且构造了Efn(x)的置信区间,其中fn(x)为密度函数的核估计,h=hn为估计的窗宽.
In this paper, the random weighting estimators of the density function is introduced. It is proved that the precision of the approximation of the error distribution for density estimation by random weighting method is the order of o (1/), and the conddence intervals of Efn(x) is obtained, where m(x) is the kernel estimates of the density function, h is the window size of the estimators.
出处
《应用数学学报》
CSCD
北大核心
1997年第4期600-608,共9页
Acta Mathematicae Applicatae Sinica
基金
国家自然科学基金
关键词
随机加权法
密度估计
置信区间
密度函数
Random weighting methods, density estimation, confidence intervals
