摘要
样本{X_1,X_2,…,X_m}与{Y_1,Y_2,…,Y_n}之间相互独立,但样本内部均为强平稳NA序列．在上述情况下研究了Wilcoxon两样本U统计量的渐近正态性,并给出了实际检验的计算公式．
Let {X1, X2,…, Xm} and {Y1, Y2,…, Yn} be two samples independent of each other, but they are stationary NA within each sample. The Wilcoxon two-sample U-statistic is studied in the above set up. The asymptotic normality and the practical copmputation formula are gotton in this paper.
出处
《应用数学学报》
CSCD
北大核心
2006年第4期665-672,共8页
Acta Mathematicae Applicatae Sinica
基金
国家自然科学基金(10161004号)资助项目.
关键词
强平稳NA序列
U统计量
渐近正态性
strongly stationary NA Sequences
U statistics
asymptotic normality
