On bootstrap estimation of the distribution of the studentized mean

On bootstrap estimation of the distribution of the studentized mean
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关于学生化均值分布的引导估计

DOI:
10.1007/bf00050845
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发表时间:
1996
影响因子:
1
通讯作者:
R. LePage
R. LePage
中科院分区:
数学4区
文献类型:
--
作者:
P. Hall;R. LePage

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结果表明,估计学生化均值分布的自举方法在相当一般的情况下产生一致估计量,只需要有限均值的存在。特别是,样本均值(适当归一化)和学生化均值在分布上都不需要收敛。没有必要假定抽样分布在任何极限定律的吸引域内。
It is shown that bootstrap methods for estimating the distribution of the Studentized mean produce consistent estimators in quite general contexts, demanding not a lot more than existence of finite mean. In particular, neither the sample mean (suitably normalized) nor the Studentized mean need converge in distribution. It is unnecessary to assume that the sampling distribution is in the domain of attraction of any limit law.