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| DC Field | Value | Language |
|---|---|---|
| dc.creator | Kim, Jeong-Ryeol | - |
| dc.date | 2003 | - |
| dc.date.accessioned | 2013-10-16T07:05:49Z | - |
| dc.date.available | 2013-10-16T07:05:49Z | - |
| dc.date.issued | 2013-10-16 | - |
| dc.identifier | http://hdl.handle.net/10419/19588 | - |
| dc.identifier | ppn:361581157 | - |
| dc.identifier | RePEc:zbw:bubdp1:4197 | - |
| dc.identifier.uri | http://koha.mediu.edu.my:8181/xmlui/handle/10419/19588 | - |
| dc.description | Logan et al. (1973) analyze the limit probability distribution of the statistic sn(p) = Σi=1 Xi/(Σi=1 Χj p) /p as n → ∞, when Xi is in the domain of attraciton of a stable law with stabilility index α. By simulations, we provide quantiles of the usual critical levels of the finite-sample distributions of the Student?s t-statistic as α tξ(n) = Sn (p) [(n −1) / (n − Sn (p))] /2 with p = 2 . The response surface method is used to provide approximate quantiles of the finite-sample distributions of the Student's t-statistic. | - |
| dc.description | Logan u.a. (1973) untersuchen die Grenzwahrscheinlichkeitsverteilung der Statistik,sn(p) = Σi=1 Xi/(Σi=1 Χj p) /p as n → ∞, für den Fall, dass Xi im Anziehungsbereich eines stabilen Gesetzes mit Stabilitätsindex von α liegt. Mit Hilfe einer Simulation werden Quantile der üblicherweise verwendeten kritischen Niveaus für Verteilungen endlicher Stichprobenumfänge der Studentischen t-Statistik, α tξ(n) = Sn (p) [(n −1) / (n − Sn (p))] /2 mit p = 2 ermittelt. Die Antwort-Oberfläche-Methode gibt die approximierten Quantile der Verteilungen endlicher Stichprobenumfänge der t-Statistik in einer übersichtlichen Form an. | - |
| dc.language | eng | - |
| dc.relation | Discussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank 2003,02 | - |
| dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | - |
| dc.subject | ddc:330 | - |
| dc.subject | Stichprobenverfahren | - |
| dc.subject | Statistische Verteilung | - |
| dc.subject | Theorie | - |
| dc.title | Finite-sample distributions of self-normalized sums | - |
| dc.type | doc-type:workingPaper | - |
| Appears in Collections: | EconStor | |
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