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两正态总体方差比的置信区间的优化研究

发表时间:2008-03-15  浏览量:2878  下载量:710
全部作者: 蔡洁,夏乐天
作者单位: 广东医学院数学与计算机教研室;河海大学理学院
摘 要: 在置信区间端点比值最小的情况下,推导出求解优化置信区间的条件,得到这一区间实际上也就是UMAU(一致最准确无偏)置信区间,并证明了优化置信区间的存在唯一性。对于给定的水平g=1-a=0.99,求得了样本容量(m-1,n-1)从(4,5)至(40,40)的范围内的端点值,并对文中所求置信区间与按概率对称取得的置信区间进行了分析比较,得出在m
关 键 词: 数理统计;优化置信区间;极值法;方差比;正态分布
Title: Optimal confidence interval for the ratio of variance from two normal distributions
Author: CAI Jie,XIA Letian
Organization:
Abstract: Based on minimizing the ratio of the right endpoint to the left endpoint of the confidence interval, this paper deduces the conditions of the optimal confidence interval for the ratio of variance from two normal distributions, and finds the interval is also the UMAU confidence interval. The existence and uniqueness of it are proved. The sample sizes from (5, 6) to (41, 41) are considered for the given level g=1-a=0.99. And the paper also analyzes the difference of lengths and ratio of bounded values between UMAU and equal tails confidence intervals, and then finds that the optimal confidence interval is more precise while m
Key words: mathematical statistics; optimal confidence interval; extremum method; ratio of variance; normal distribution
发表期数: 2008年7月第5期
引用格式: 蔡洁,夏乐天. 两正态总体方差比的置信区间的优化研究[J]. 中国科技论文在线精品论文,2008,1(5):565-570.
 
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