na 样本下分布函数估计的联合渐近分布 - 浙江师范大学_学术期刊社.pdfVIP

373 () Vol.37,No.3 20148 Journal of Zhejiang Normal University(Nat.Sci.) Aug.2014 :1001-5051(2014)03-0273-07 NA , , (, 321004) :NA , ,,. :NA ;;;; :O212.1 :A Joint asymptotic distributions of estimators of a distribution function under negatively associated samples MIAO Fang, ZHU Haijiang, QIN Yongsong (College of Mathematics ,Physics and Information Engineering ,Zhejiang Normal University ,Jinhua Zhejiang 321004,China) Abstract :The joint asymptotic distributions of estimators of a distribution function at a finite number of differ- ent points under negatively associated samples was studied.It was showed that the joint asymptotic distribu- tions were multi-normal distributions.These results extended the method of kernel estimation from a single point to multiple points and generalized the application range of the kernel estimation of distribution functions. Key words:NA sample;kernel estimator;distribution function;central limit theorem;joint asymptotic distri- bution. 0 {X } NA ,F(x). n n≥1 ,,F(x) .x ∈R,F(x): n 1 x -Xj F (x) = K . (1) n ∑ n j =1 h (1):K(· );0h 0. → NA . 1 {1,2,…,n}2A A 1 2 :2012-12-14;:2013-05-13 :11361011) : (1988-),,,.:. 274 () 2014 Cov[f (X ),i ∈A ,f (X ),j ∈A ] ≤0, 1 i