吉林大学学报(理学版) ›› 2019, Vol. 57 ›› Issue (04): 833-838.

• 数学 • 上一篇    下一篇

m-WOD序列密度函数和失效率函数核估计的强相合性

关丽红, 肖玉山, 赵亚男   

  1. 长春大学 理学院, 长春 130022
  • 收稿日期:2018-09-10 出版日期:2019-07-26 发布日期:2019-07-11
  • 通讯作者: 关丽红 E-mail:guanlihong14@163.com

Strong Consistency of Kernel Estimator of Density Functionand Failure Rate Function for m-WOD Sequence#br#

GUAN Lihong, XIAO Yushan, ZHAO Yanan   

  1. School of Science, Changchun University, Changchun 130022, China
  • Received:2018-09-10 Online:2019-07-26 Published:2019-07-11
  • Contact: GUAN Lihong E-mail:guanlihong14@163.com

摘要: 设{Xn, n≥1}为一同分布的m宽象限相依(m-WOD)序列, fn(x),rn(x)分别为密度函数f(x)基于样本X1,X2,…,Xn的核估计和失效率函数核估计. 在适当的假设条件下, 利用m-WOD序列的矩不等式和BorelCantell 引理, 证明核密度估计及失效率函数核估计的强相合性和一致强相合性.

关键词: m-WOD序列, 核估计, 失效率函数, (一致)强相合性

Abstract: Let {Xn, n≥1} be an m-widely orthant dependence (m-WOD) sequence with the same distribution, fn(x) and rn(x) were the kernel estimators of the density function f(x) and the failure rate function based on the sample X1,X2,…,Xn, respectively. Under some suitable assumptions, we proved the strong consistency and the uniform strong consistency of the kernel density estimator and failure rate function kernel estimator by using the moment inequality for m-WOD sequence and BorelCantelli lemma.

Key words: m-WOD sequence, kernel estimator, failure rate function, (uniform) strong consistency

中图分类号: 

  • O211.4