کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1149703 | 957893 | 2009 | 19 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Double shrink methodologies to determine the sample size via covariance structures
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
We consider fixed-size estimation for a linear function of mean vectors from πi:Np(μi,Σi)πi:Np(μi,Σi), i=1,…,ki=1,…,k, when every ΣiΣi has some structure. The goal of inference is to construct a fixed-span confidence region with required accuracy. We find a sample size for each πiπi with the help of the ‘double shrink methodology’, that is introduced by this paper, via covariance structures of ΣiΣi, i=1,…,ki=1,…,k. We estimate the sample size in a two-stage sampling and give a fixed-span confidence region that has the coverage probability approximately second-order consistent with the required accuracy. Some simulations are carried out to see moderate sample size performances of the proposed methodologies.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 2, 1 February 2009, Pages 81–99
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 2, 1 February 2009, Pages 81–99
نویسندگان
Kazuyoshi Yata, Makoto Aoshima,