کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10526019 958410 2005 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Empirical saddlepoint approximations of the Studentized ratio and regression estimates for finite populations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Empirical saddlepoint approximations of the Studentized ratio and regression estimates for finite populations
چکیده انگلیسی
We obtain saddlepoint approximations for tail probabilities of the Studentized ratio and regression estimates of the population mean for a simple random sample taken without replacement from a finite population. This is only possible if we know the entire population, so we also obtain empirical saddlepoint approximations based on the sample alone. These empirical approximations can be used for tests of significance and confidence intervals for the population mean. We compare the empirical approximation to the true saddlepoint approximation, both theoretically and numerically. The empirical saddlepoint is related to a bootstrap method for finite populations and we give numerical comparisons of these. We show that for data which contains extreme outliers, poor approximations can be obtained in the case of regression estimates, both for the saddlepoint and empirical saddlepoint, but for less extreme data the saddlepoint and empirical saddlepoint approximations are extremely close to the corresponding Monte Carlo and bootstrap approximations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 71, Issue 3, 1 March 2005, Pages 237-247
نویسندگان
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