翻訳と辞書 |
Local asymptotic normality : ウィキペディア英語版 | Local asymptotic normality In statistics, local asymptotic normality is a property of a sequence of statistical models, which allows this sequence to be asymptotically approximated by a normal location model, after a rescaling of the parameter. An important example when the local asymptotic normality holds is in the case of iid sampling from a regular parametric model. The notion of local asymptotic normality was introduced by . == Definition ==
A sequence of parametric statistical models } is said to be locally asymptotically normal (LAN) at ''θ'' if there exist matrices ''rn'' and ''Iθ'' and a random vector such that, for every converging sequence , : The sequences of distributions and are contiguous.〔
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Local asymptotic normality」の詳細全文を読む
スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース |
Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.
|
|