J4
• 数学 • 上一篇 下一篇
陈 菲, 宋立新
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CHEN Fei, SONG Li-xin
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摘要： 通过对Fisher-Z分布进行适当分解, 利用截尾法研 究Z分布的近似分布. 证明了当Z分布中的两个参数m和n都为正整数, 且m/(m+n) →α(m,n→∞, 0<α<1)时的渐近分布为正态分布. 作为特例, 说明了某类F分布的渐近分布 也是正态分布.
关键词: Fisher-Z分布, 渐近分布, 正态分布, F分布
Abstract: The asymptotic distribution of the Z distribution is st udied by means of decomposing the Fisher-Z distribution properly and the classi cal analysis method-truncation method. It is proved that the asymptotic distr ibution of the Z distribution is normal distribution when the two parameters m and n of the Z distribution are all positive numbers and m/(m+n)→α(m,n→∞, 0 <α<1). As a special example, it is proved that the asymptotic distribu tion of F distribution is normal distribution.
Key words: Fisher-Z distribution, asymptotic distribution, norma l distribution, F distribution
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陈 菲, 宋立新. 一类特殊Z分布的渐近分布[J]. J4, 2005, 43(04): 439-442.
CHEN Fei, SONG Li-xin. Asymptotic Distribution of a Specific Z Distribution[J]. J4, 2005, 43(04): 439-442.
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http://xuebao.jlu.edu.cn/lxb/CN/Y2005/V43/I04/439
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