特定四維常態分布之參數估計式的漸近常態性及漸近有效性

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/93601

Title:	特定四維常態分布之參數估計式的漸近常態性及漸近有效性
Authors:	梁佑任;Liang, You-Ren
Contributors:	數學系
Keywords:	特定四維常態分布;漸近常態性;漸近有效性;參數估計式
Date:	2024-01-10
Issue Date:	2024-09-19 17:21:02 (UTC+8)
Publisher:	國立中央大學
Abstract:	陳聖元(2022) 將二維常態分布N(μ_1, μ_2, σ^2, σ^2, ρ) 推廣至4 參數之2p 維常態分布並推得4 參數之最大概似估計式. 林家瑋(2023) 將二維常態分布N(μ_1, μ_2, σ^2_1, σ^2_2, ρ)推廣至5參數之2p 維常態分布並推得5 參數之漸近概似估計式. 當p = 2 時, 本文推得上述估計式之漸近常態性並據以討論漸近有效性.;Chen(2022) generalized the bivariate normal distribution N(μ_1, μ_2, σ^2, σ^2, ρ) to a 2p dimensional normal distribution and presented the maximum likelihood estimators of the parameters μ1, μ2, σ2 and ρ.Lin(2023) generalized the bivariate normal distribution N(μ_1, μ_2, σ^2_1, σ^2_2, ρ) to a 2p dimensional normal distribution and presented the asymototic likelihood equation estimators of μ_1, μ_2, σ^2_1, σ^2_2 and ρ.The purpose of this paper is to discuss the asymototic normality and asymototic efficiency of the estimators mentioned above for p = 2.
Appears in Collections:	[Graduate Institute of Mathematics] Electronic Thesis & Dissertation

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