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ρ-混合序列加权和的完全收敛性
APPLICATIONS OF UNIFORM DESIGN SAMPLING
【摘要】 对混合速度不作限制下,讨论ρ-混合序列加权和Tn=∑nk=1ankXk的完全收敛性,推广了W.F.Stout(1974)的结果.将此新结果应用于线性模型参数β的估计中,得出β的最小二乘估计βn的强相合性.
【Abstract】 The uniform design sampling (UDS) was put forward by Zhang Runchu and Wang Zhaojun first(1994). Its good properties were verified by them later (1996). In this paper, the use of UDS in finding the maximum value of a function (including MLE), approximately calculating an integral, fitting a regression model and making the maximum likelihood estimation is discussed.
【关键词】 ρ-混合;
完全收敛性;
加权和;
强相合性;
【Key words】 Uniform Design; Uniform Design Sampling; Latin Hypercube Sampling.;
【Key words】 Uniform Design; Uniform Design Sampling; Latin Hypercube Sampling.;
- 【文献出处】 高校应用数学学报A辑(中文版) ,APPLIED MATHEMATICS A JOURNAL OF CHINESE UNIVERSITIES , 编辑部邮箱 ,1997年03期
- 【分类号】O211
- 【被引频次】10
- 【下载频次】61