v*c
发帖数: 42 | 1 【 以下文字转载自 Statistics 讨论区 】
发信人: vic (红尘中的精灵), 信区: Statistics
标 题: 问一个asymptotic distribution的问题
发信站: BBS 未名空间站 (Wed Aug 22 23:12:07 2007)
已知cdf(cumulative distribution funciton)得asymptotic distribution. 能够知道
pdf(probability density function)的asymptotic distribution 是什么么？用delta
method好像这里不行。
That is, we know
sqrt(n)[\hat_{F}(Y)-F(Y)]->N(0,sigma)
what is
sqrt(n)[\hat_{f}(Y)-f(Y)]->?
F is cdf of random variable Y. f is pdf of random variable Y. \hat_{F}(Y) is
the empirical estimator of F(Y). And \ | s******h
发帖数: 539 | 2 How would you define the empirical estimator of \hat_f(Y)? |
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