کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149789 957895 2009 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Minimum-area confidence sets for a normal distribution
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Minimum-area confidence sets for a normal distribution
چکیده انگلیسی

When making inference on a normal distribution, one often seeks either a joint confidence region for the two parameters or a confidence band for the cumulative distribution function. A number of methods for constructing such confidence sets are available, but none of these methods guarantees a minimum-area confidence set. In this paper, we derive both a minimum-area joint confidence region for the two parameters and a minimum-area confidence band for the cumulative distribution function. The minimum-area joint confidence region is asymptotically equivalent to other confidence regions in the literature, but the minimum-area confidence band improves on existing confidence bands even asymptotically.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 3, 1 March 2009, Pages 1023–1032
نویسندگان
, , ,