分位点的序贯置信区间  

Sequential confidence intervals for the quantile

作　　者：沈燕[1] 张永军[2] 

机构地区：[1]安徽大学数学与计算科学学院,安徽合肥230039 [2]合肥学院学报编辑部,安徽合肥230022

出　　处：《合肥工业大学学报（自然科学版）》2007年第12期1712-1714,共3页Journal of Hefei University of Technology：Natural Science

基　　金：国家自然科学基金资助项目(10571001);安徽大学创新团队基金资助项目

摘　　要：区间估计有可靠度与精确度2个要素,在某些情况下,为了获得尽可能可靠和精确的估计,必须使用纯序贯置信区间;文章讨论了一般分布分位点的具固定长度与覆盖概率的序贯区间估计,并证明了当区间长度趋于零时抽样的渐近相容性和渐近有效性。Reliability and accuracy are two factors of interval estimation. In some situations, the pure sequential confidence intervals must be used in order to get reliable and accurate estimation as far as possible. The pure sequential confidence intervals for the quantile are discussed. It is proved that the sampling is asymptotically consitent and asymptotically efficent as the width goes to zero.

关 键 词：置信区间 序贯抽样 渐近相容性 渐近有效性 

分 类 号：O212.3[理学—概率论与数理统计]