Abstract:
In the paper general theorem concerning the asymptotic expansions of quantiles of distribution functions of statistics based on the sample with random size is proved. Two examples (sums of independent random variables and three-point symmetric distribution) are presented.
Keywords:
quantile, sample of random size, asymptotic expansions, three-point symmetric distribution, transfer theorem.
Citation:
V. E. Bening, “An estimate of the distribution of the unknown parameters with a random number of independent observations”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2017, no. 3, 5–12
\Bibitem{Ben17}
\by V.~E.~Bening
\paper An estimate of the distribution of the unknown parameters with a random number of independent observations
\jour Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.]
\yr 2017
\issue 3
\pages 5--12
\mathnet{http://mi.mathnet.ru/vtpmk175}
\crossref{https://doi.org/10.26456/vtpmk175}
Linking options:
https://www.mathnet.ru/eng/vtpmk175
https://www.mathnet.ru/eng/vtpmk/y2017/i3/p5
This publication is cited in the following 4 articles:
V. E. Bening, “Burr's Distribution for Asymptotic Studies of the Behavior of an Insurance Company's Reserve”, MoscowUniv.Comput.Math.Cybern., 48:3 (2024), 169
V. E. Bening, “O povedenii maksimuma v sluchae raspredeleniya Berra”, Vestnik TvGU. Seriya: Prikladnaya matematika, 2024, no. 3, 18–32
V. E. Bening, “Ob asimptoticheskom povedenii rezerva organizatsii, podverzhennoi risku”, Vestnik TvGU. Seriya: Prikladnaya matematika, 2023, no. 4, 25–42
V. E. Bening, “O sravnenii neobkhodimykh rezervov organizatsii, podverzhennykh risku, s pomoschyu ponyatiya defekt”, Vestnik TvGU. Seriya: Prikladnaya matematika, 2022, no. 3, 5–26