An asymptotic representation of a ratio of two statistics and its applications

被引:0
|
作者
Maesono, Y [1 ]
机构
[1] Kyushu Univ, Grad Sch Math, Fukuoka 810, Japan
关键词
H-decomposition; jackknife skewness estimator; Pearson's coefficient of variation; U-statistics; variance estimator;
D O I
10.1080/03610929808832097
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
Some statistics in common use take a form of a ratio of two statistics. In this paper, we will discuss asymptotic properties of the ratio statistic. We obtain an asymptotic representation of the ratio with remainder term o(p)(n(-1)) and a Edgeworth expansion with remainder term o(n(-1/2)). And as example, the asymptotic representation and the Edgeworth expansion of the jackknife skewness estimator for U-statistics are established and we discuss the biases of the skewness estimator theoretically. We also apply the result to an estimator of Pearson's coefficient of variation and the sample correlation coefficient.
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页码:305 / 327
页数:23
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