An asymptotic representation of a ratio of two statistics and its applications

Yoshihiko Maesono

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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 op(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.

    Original languageEnglish
    Pages (from-to)305-327
    Number of pages23
    JournalCommunications in Statistics - Theory and Methods
    Volume27
    Issue number2
    DOIs
    Publication statusPublished - 1998

    All Science Journal Classification (ASJC) codes

    • Statistics and Probability

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