An asymptotic representation of a ratio of two statistics and its applications |
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Authors: | Yoshihiko Maesono |
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Institution: | Graduate School of Mathematics , Kyushu University 01 , Ropponmatsu, Fukuoka, 810, Japan |
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Abstract: | Some statistics in common use take a form of a ratio of two statistics.In this paper, we will discuss asymptotic properties of the ratio statistic.We obtain an asymptotic representation of the ratio with remainder term o p(n -1) and a Edgeworth expansion with remainder term o(n -1/2) And as example, the asymptotic representation and the Edgeworth expansion of the jackknife skewness estimator for U-statistics are established and we discuss the biases of the skewness estimator theoretically.We also apply the result to an estimator of Pearson’s coefficient of variation and the sample correlation coefficient. |
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Keywords: | H-decomposition Jackknife skewness estimator Pearson's coefficient of variation U-statistics Variance estimator |
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