WOD样本密度函数和失效率函数递归核估计的逐点强相合性

吉林大学学报(理学版)

WOD样本密度函数和失效率函数递归核估计的逐点强相合性

李永明¹, 应锐^2, 蔡际盼^3, 姚竟³

1. 上饶师范学院数学与计算机科学学院, 江西上饶 334001;2. 上饶师范学校, 江西上饶 334000; 3. 广西师范学院数学与统计科学学院, 南宁 530023

收稿日期:2015-04-30 出版日期:2015-11-26 发布日期:2015-11-23
通讯作者: 李永明 E-mail:lym1019@163.com

Pointwise Strong Consistency of Recursive Kernel Estimator forProbability Density and Failure Rate Function under WOD Sequence

LI Yongming¹, YING Rui², CAI Jipan³, YAO Jing³

1. School of Mathematics and Computer Science, Shangrao Normal University, Shangrao 334001,Jiangxi Province, China; 2. Shangrao Normal School, Shangrao 334000, Jiangxi Province, China;3. School of Mathematics and Statistics, Guangxi Teachers Education University, Nanning 530023, China

Received:2015-04-30 Online:2015-11-26 Published:2015-11-23
Contact: LI Yongming E-mail:lym1019@163.com

摘要/Abstract

摘要：

考虑同分布宽象限相依(WOD)随机样本未知密度函数的一类递归型密度核估计量. 利用WOD序列的Rosenthal型不等式, 在一定条件下证明了该估计量的逐点强相合性, 并讨论了失效率函数估计的逐点强相合性.

关键词: 宽象限相依(WOD)样本, 递归密度核估计, 失效率函数, 逐点强相合

Abstract:

This paper deals with a kind of recursive density kernel estimator for unknown probability density function based on widely orthant dependent (WOD) sample. By the Rosenthaltype inequality for WOD sequence, we studied the pointwise strong consistency for the given estimator under suitable conditions. As application, the consistency of the failure rate function estimator was discussed.

Key words: widely orthant dependent (WOD) sample, recursive kerenl estimator, failure rate function, pointwise strong consistency

中图分类号:

O212.7

李永明, 应锐, 蔡际盼, 姚竟. WOD样本密度函数和失效率函数递归核估计的逐点强相合性[J]. 吉林大学学报(理学版), 2015, 53(06): 1134-1138.

LI Yongming, YING Rui, CAI Jipan, YAO Jing. Pointwise Strong Consistency of Recursive Kernel Estimator forProbability Density and Failure Rate Function under WOD Sequence[J]. Journal of Jilin University Science Edition, 2015, 53(06): 1134-1138.

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