Estimation of the sum of differences distribution
作者:
Stuart. Jay Deutsch,
Bruce. Wayne Schmeiser,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1980)
卷期:
Volume 9,
issue 6
页码: 563-587
ISSN:0361-0918
年代: 1980
DOI:10.1080/03610918008812175
出版商: Marcel Dekker, Inc.
关键词: Monte Carlo;dependent randomization sample;paired sample location test;variance reduction;swindle;simulation
数据来源: Taylor
摘要:
Consider the distribution of Zidiwhere the d.di?s are 1=1 lldifferences independently, identically and symmetrically distributed with mean zero. The problem is to determine properties of the sdd given the distribution of the d.i?fs and the sample size n. The standardized moments as a function of the moments of the d.i!s are developed. A variance reduction technique for estimating the quantiles of the sdd using Monte Carlo methods is developed based on using the randomization sample consisting of the 2nvalues of Zi+d. rather than the single observation i=l lZ d. corresponding to each sample didn. The randomization sample is shown to produce unbiased and consistent estimators.
点击下载:
PDF (590KB)
返 回