• Title/Summary/Keyword: Homogeneous quadratic form

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Saddlepoint Approximations to the Distribution Function of Non-homogeneous Quadratic Forms (비동차 이차형식의 분포함수에 대한 안장점근사)

  • Na Jong-Hwa;Kim Jeong-Soak
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.183-196
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    • 2005
  • In this paper we studied the saddlepoint approximations to the distribution of non-homogeneous quadratic forms in normal variables. The results are the extension of Kuonen's which provide the same approximations to homogeneous quadratic forms. The CGF of interested statistics and related properties are derived for applications of saddlepoint techniques. Simulation results are also provided to show the accuracy of saddlepoint approximations.

Non-negative Unbiased MSE Estimation under Stratified Multi-stage Sampling

  • Kim, Kyuseong
    • Journal of the Korean Statistical Society
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    • v.30 no.4
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    • pp.637-644
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    • 2001
  • We investigated two kinds of mean square error (MSE) estimator of homogeneous linear estimator (HLE) for the population total under stratified multi-stage sampling. One is studied when the second stage variance component is estimable and the other is found in cafe it is not estimable. The proposed estimators are necessary forms of non-negative unbiased MSE estimators of HLE.

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