置信区间的随机加权估计  

RANDOM WEIGHTING ESTIMATE FOR CONFIDENCE INTERVALS

作　　者：高社生[1] 李朋林[1] 

机构地区：[1]西北大学

出　　处：《纯粹数学与应用数学》1995年第2期125-126,共2页Pure and Applied Mathematics

摘　　要：用随机加权法建立了分位点ｑ的置信区间，又用后向临界点导出了更实用的置信区问．导出的置信区间是非参数的且和原置信区间长度相同．A confidence interval for underlying q-quantile is established by random weighting the sample q-quantile. A confidence interval of even more practical use is derived by using backward critical points. The resulting confidence interval is of the same length as one derived by random weighting but it is distribution free.

关 键 词：随机加权法 置信区间 估计量 分位点 

分 类 号：O212[理学—概率论与数理统计]