Minimum volume confidence sets for parameters of normal distributions

被引：4

作者：

Zhang, Jin ^{[1
]}

机构：

[1] Yunnan Univ, Sch Math & Stat, Kunming 650091, Yunnan, Peoples R China

来源：

ASTA-ADVANCES IN STATISTICAL ANALYSIS | 2017年 / 101卷 / 03期

关键词：

Critical value; Optimality; Pivotal quantity; Sufficient statistic; MULTIVARIATE NORMAL-DISTRIBUTION; NORMAL VARIANCE; INTERVALS;

D O I：

10.1007/s10182-017-0290-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Under a proper restriction, we establish the minimum volume confidence set (interval and region) for parameter of any normal distribution. Compared with classical methods, the proposed confidence region is proved to be the best with minimum area, for whatever confidence level, sample size and sample data.

引用

页码：309 / 320

页数：12

共 24 条

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