On asymptotic distribution of sample central moments in normal-uniform distribution
نویسندگان
چکیده
منابع مشابه
Asymptotic Efficiencies of the MLE Based on Bivariate Record Values from Bivariate Normal Distribution
Abstract. Maximum likelihood (ML) estimation based on bivariate record data is considered as the general inference problem. Assume that the process of observing k records is repeated m times, independently. The asymptotic properties including consistency and asymptotic normality of the Maximum Likelihood (ML) estimates of parameters of the underlying distribution is then established, when m is ...
متن کاملMoments and Absolute Moments of the Normal Distribution
We present formulas for the (raw and central) moments and absolute moments of the normal distribution. We note that these results are not new, yet many textbooks miss out on at least some of them. Hence, we believe that it is worthwhile to collect these formulas and their derivations in these notes.
متن کاملR Functions to Symbolically Compute the Central and Non-central Moments of the Multivariate Normal Distribution
The central moments of the multivariate normal distribution are functions of its n×n variance-covariance matrix Σ. These moments can be expressed symbolically as linear combinations of products of powers of the elements of Σ. A formula for these moments derived by differentiating the characteristic function is developed. The formula requires searching integer matrices for matrices whose n succe...
متن کاملRecord Range of Uniform Distribution
We consider a sequence of independent and identicaly distributed (iid) random variables with absolutely continuous distribution function F(x) and probability density function (pdf) f(x). Let Rnl be the largest observation after observing nth record and R(ns) be the smallest observation after observing the nth record. Then we say Wnr = Rnl− R(ns), n > 1, as the nth record range. We will c...
متن کاملAsymptotic Joint Distribution of Sample Mean and a Sample Quantile
1. Introduction. The joint asymptotic distribution of the sample mean and the sample median was found by Laplace almost 200 years ago. See Stigler [2] for an interesting historical discussion of this achievement. For a review of other work on this problem, see derive the asymptotic joint distribution of the sample mean and an arbitrary quantile. It is hoped that the proof may be new and of inte...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Mathematical Forum
سال: 2013
ISSN: 1314-7536
DOI: 10.12988/imf.2013.13038