区间数据均值的经验似然估计(英文)  

Empirical Likelihood for the Mean with Interval Censored Data

作　　者：何其祥[1] 

机构地区：[1]上海财经大学应用数学系,上海200433

出　　处：《应用数学》2006年第3期561-568,共8页Mathematica Applicata

摘　　要：本文提出了估计区间数据均值的经验似然方法,通过构造区间数据的无偏转换,导出了渐近服从χ2分布的对数经验似然函数,从而得到了均值的置信区间.通过若干模拟例子说明,用本文提出的方法得到的估计,优于用渐近正态法得到的估计.An empirical likelihood approach to estimate the mean with interval censored data is developed. By constructing unbiased transformation of interval censored data, an empirical log-likeli- hood function with asymptotic X^2 is derived. The confidence interval for the mean is constructed, Some simulation results indicate that our method performs better than the normal approximation method in term of coverage accuracies.

关 键 词：区间数据 经验似然 无偏转换 

分 类 号：O212.3[理学—概率论与数理统计]