基于样本次序统计量的总体分位数的非参数统计推断

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基于样本次序统计量的总体分位数的非参数统计推断赵旭, 程维虎北京工业大学理学部, 北京 100124 Non-parametric Statistical Inference for the Population Quantiles Based on Order Statistics of Samples ZHAO Xu, CHENG WeihuFaculty of Science, Beijing University of Technology, Beijing 100124, China

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摘要随机总体分位数的统计推断理论与方法一直是统计学研究的重要课题.其主要原因是分位数的应用涉及众多领域，且在各领域的研究中起到举足轻重的作用.本文系统地论述了基于样本次序统计量的总体分位数的非参数统计推断的理论和方法；给出了基于样本次序统计量的总体分位数的估计方法，总体两个分位数之差的置信区间，总体容许区间的求解方法及符号检验.希望有助于读者的科研与应用.

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收稿日期: 2019-11-07

PACS:

O212.7

基金资助:国家自然科学基金（11801019）和北京市自然科学基金重点研究专题（Z190021）资助项目.

引用本文:

赵旭, 程维虎. 基于样本次序统计量的总体分位数的非参数统计推断[J]. 应用数学学报, 2021, 44(4): 475-491. ZHAO Xu, CHENG Weihu. Non-parametric Statistical Inference for the Population Quantiles Based on Order Statistics of Samples. Acta Mathematicae Applicatae Sinica, 2021, 44(4): 475-491.

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