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An Asymptotic Expansion Algorithm of the Random Sample Quartiles Based on Cornish-Fisher Expansion

Author: LiMeiLin
Tutor: JiangJinXi
School: Yanbian University
Course: Basic mathematics
Keywords: Cornish-Fisher expansion Asymptotic expansion Sub - sites Cumulant System reliability
CLC: O212.1
Type: Master's thesis
Year: 2010
Downloads: 39
Quote: 0
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Abstract


With the development of the statistics, quantile in economy, the respect such as the project has been widely used for known distribution function. The continuous random sample, the quantiles are easy to get. But in actual application and calculation, a random sample of the distribution function is often unknown or its form is very complicated, so is not easy to get explicit expression, this leads to a random sample quantiles are difficult to be determined. Based on the Cornish - Fisher expansion, puts forward the random sample quantiles gradual expansion algorithm. With the help of standard normal distribution of quantile and random sample former n order quantity of tired, and discusses the unknown distribution of random sample to find quantile and complex system reliability comprehensive evaluation of structural system reliability confidence interval, and equipment integrated reliability evaluation of bayesian method for example explained.

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CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Mathematical Statistics > General mathematical statistics
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