林正炎.随机中止试验的线性模型中参数估计的几个性质[J].数学研究及应用,1986,6(2):105~109
随机中止试验的线性模型中参数估计的几个性质
Some Properties of Parametric Estimates in Linear Models with Randomly Stopped Test
投稿时间:1983-01-17  
DOI:10.3770/j.issn:1000-341X.1986.02.023
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英文关键词:
基金项目:中国科学院科学基金资助的课题.
作者单位
林正炎 杭州大学 
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中文摘要:
      
英文摘要:
      When sample size is a sequence of r.v., the parametric estimates in linear models are interesting both theoretically and practically. For linear models Yi=xiβ+ei,i=1,2,…where {ei} are p-dimensional i .i .d.r.v′.s with Ee1=0. Var e12,0<σ2<∞. we consider estimate σ2(vn) of error variance σ2 and least squares estimate β(vn) of regression coefficient β, here {vn} is a sequence of r.v. with positve integers larger than P. In this paper some properties of estimates are discussed . Those are unbiasedness, consistency and normality . For σ2(vn), we also obtain some orders for convergence to normal distribution.
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