单边情形下的非参数联合置信区间  

One-sided Nonparametric Simultaneous Confidence Intervals

作　　者：陶会强[1] 彭真[1] 赵占平[2] 

机构地区：[1]黄淮学院数学科学系,河南驻马店463000 [2]黄淮学院经济管理系,河南驻马店463000

出　　处：《河南科学》2013年第7期937-940,共4页Henan Science

基　　金：河南省科技厅基础与前沿技术研究计划项目(122300410071)

摘　　要：提出了边际等尾联合置信区间的概念,并提出了一种构造单边情形下边际等尾联合置信区间的方法.该方法通过重抽样获得样本均值的估计,并通过该估计利用分位数插值的方法构造均值向量的边际等尾联合置信区间.在此基础上将其与传统的Bonferroni、Normal Exact等传统的依赖正态近似的联合置信区间进行模拟比较.比较结果显示,此方法也是一种简单可行的适用于一般情况的方法.We propose a new method of constructing one-sided simultaneous confidence intervals with marginal equal tail probability for the mean vector. By the bootstrap estimation of mean vector,we use the percentile interpolation to construct one-sided simultaneous confidence intervals. We compare our new method with the Bonferroni method, Normal Exact method. Simulation results show that the proposed simultaneous confidence intervals are comparable to the other methods in terms of coverage probability. In addition,it has the property of marginal equal tail probability and is simple and feasible.

关 键 词：联合置信区间 分位数 自助法 

分 类 号：O212[理学—概率论与数理统计]