非平衡单层套设计中组间方差分量的置信区间  

Confidence Intervals on the Among-group Variance Component in the Unbalanced One-fold Nested Design

作　　者：叶仁道[1,2] 王松桂[1] 

机构地区：[1]北京工业大学应用数理学院,北京100022 [2]杭州电子科技大学财经学院,杭州310018

出　　处：《北京工业大学学报》2008年第11期1223-1226,共4页Journal of Beijing University of Technology

基　　金：北京市属市管高等学校人才强教计划资助项目;杭州电子科技大学研启动基金(KYS025608094)

摘　　要：研究了非平衡单层套设计中组间方差分量的区间估计问题,利用广义置信区间的概念,建立了精确置信区间,证明了频率性质和不变性,模拟结果说明其在覆盖概率和区间长度方面优于文献中的已有方法。This paper focused on the interval estimation of the among-group variance component in the unbalanced one-fold nested design. By using the concept of generalized confidence interval, the exact confidence intervals were obtained and their frequency properties and invariance were shown. The simulation results show that the proposed methods perform better than the existing methods in the coverage probability and expected length.

关 键 词：不变性 频率 MONTE CARLO方法 广义置信区间 组间方差分量 覆盖概率 区间长度 

分 类 号：O212.1[理学—概率论与数理统计]