A NOTE ON THE STABILITY OF THE ESTIMATION OF THE EXPONENTIAL-DISTRIBUTION

被引：1
|
作者：
BAXTER, LA
RACHEV, ST
机构：
[1] Department of Applied Mathematics and Statistics, State University of New York at Stony Brook, Stony Brook
来源：
STATISTICS & PROBABILITY LETTERS | 1990年 / 10卷 / 01期
关键词：
chi-square distribution; Exponential distribution; HNBUE; HNWUE; probability metric; robustness; stability theory;
D O I：
10.1016/0167-7152(90)90109-K
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Bounds on the uniform distance between a χ22n distribution and the distribution of 2Σni = 1 Xi/μ, where X1, X2,..., Xn are n independent, identically distributed nonnegative random variables with common mean μ, are derived assuming that the Xi's are HNBUE or HNWUE or that a specific 'mechanism' is 'perturbing' an exponential distribution. These bounds are used to quantify the robustness of the sampling distribution of the usual test statistic for hypothesis tests on the mean of the exponential distribution to departures from exponentiality. © 1990.
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页码：37 / 41
页数：5
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