SOME APPLICATION OF NUMBER-THEORETIC METHODS IN STATISTICS

被引:61
作者
FANG, KT
WANG, Y
BENTLER, PM
机构
[1] CHINESE ACAD SCI,INST APPL MATH,BEIJING,PEOPLES R CHINA
[2] CHINESE ACAD SCI,INST MATH,BEIJING,PEOPLES R CHINA
[3] UNIV CALIF LOS ANGELES,DEPT PSYCHOL,LOS ANGELES,CA 90024
关键词
F-DISCREPANCY; NUMBER-THEORETIC METHOD; MULTIVARIATE DISTRIBUTION; MULTIVARIATE STATISTICS; QUASI-MONTE-CARLO METHOD;
D O I
10.1214/ss/1177010392
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Number-theoretic methods (NTM's) are a class of techniques by which representative points of the uniform distribution on the unit cube of R(s) can be generated. NTM have been widely used in numerical analysis, especially in evaluation of high-dimensional integrals. Recently, NTM's have been extended to generate representative points for many useful multivariate distributions and have been systematically applied in statistics. In this paper, we shall introduce NTM's and review their applications in statistics, such as evaluation of the expected value of a random vector, statistical inference, regression analysis, geometric probability and experimental design.
引用
收藏
页码:416 / 428
页数:13
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