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均值混合正态分布统计量的性质

The Properties of Statistics of the Mean-mixture of Normal Distribution

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【作者】 熊明谢民育

【Author】 Xiong Ming Xie Minyu (School of Mathematics and Statistics,Huazhong Normal University,Wuhan 430079)

【机构】 华中师范大学数学与统计学学院

【摘要】 这篇文章基于基因遗传背景,提出了一类均值混合正态分布,它不同于通常所讨论的方差混合正态分布。作者研究了这类均值混合正态分布统计量的性质,给出了平移变换群下不变量的稳健性,即它与正态分布下该统计量有相同的性质,并且讨论了其它统计量的分布。

【Abstract】 Based on background in genetic analysis,this paper proposes a class of mean-mixture of normal distribution.It is different from the variance-mixture of normal distribution, which is discussed in several bibliographies in general.We principally consider the properties of statistics of the mean-mixture of normal distribution.It is shown that those statistics which are invariant under translational transformation are robust in the class of mean-mixture of normal distribution,that is,these statistics have the same properties as those of normal distribution. Then the mean-mixture of normal distribution has the advantage of easily transferring properties enjoyed by normal distribution.Besides,the distributions of several other statistics are discussed.

【基金】 国家自然科学基金(10571070)资助
  • 【文献出处】 数学物理学报 ,Acta Mathematica Scientia , 编辑部邮箱 ,2009年03期
  • 【分类号】O212.1
  • 【被引频次】1
  • 【下载频次】216
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