关于小样本置信区间  

On Small Sample Confidence Intervals

作　　者：刘海燕[1] 赵联文[1] 冯勋省[2] 

机构地区：[1]西南交通大学应用数学系 [2]西南交通大学峨眉分校

出　　处：《西南交通大学学报》1998年第2期208-213,共6页Journal of Southwest Jiaotong University

摘　　要：主要介绍小样本问题中，对于参数或者非参数的估计，如何构造单侧或者双侧置信区间的方法。通过解方程组求得参数（或参数的函数）的Ｍ－估计，并得到一个重要的结论。A method for constructing one or two side confidence intervals for parametric or non parametric problems is presented. The situation concerned is that there are p parameters, and a confidence interval for some functions of the parameters or possibly one of the parameters itself is to be foud. The parameters are estimated by M estimate, which means that they are obtanined by solving a series equations.

关 键 词：置信区间 逼近 置信水平 小样本 非参数估计 

分 类 号：O212.7[理学—概率论与数理统计]