Some statistical test methods on "fat tail" distribution of time series are obtained by using propertiesof extreme value theory and extreme index estimator under large sample.
使用极值理论和极值指数估计量的性质,在大样本的情况下得到序列分布“肥尾”现象的检验方法。
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Then, we studied a few ofpropertiesof negative binomial distribution and the uniformly unbiased estimator of the parameter, and it's biological significances were explained in Epidemiology.
The Bahadur representations for this quantile estimator are established in order to derive asymptotic propertiesof the sequential fixed-width confidence intervals estimation for quantiles.