基于样本空间中序关系构造参数置信限方法的一个注记  

A NOTE ON THE METHOD FOR CONSTRUCTING THE CONFIDENCE LIMITS OF PARAMETERS BASED ON ORDER RELATION IN THE SAMPLE SPACE

作　　者：吴启光[1] 彭成奖 吕建华[1] 

机构地区：[1]中国科学院数学与系统科学研究院系统科学研究所,北京100080 [2]暨南大学数学系,广州510632

出　　处：《系统科学与数学》2002年第1期50-57,共8页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金(19871088)资助课题

摘　　要：，证明了存在样本空间中的一种序关系，使得基于这种序关系构造的参数的上（下）置信限是同一置信水平下的一致最精确上（下）置信限．本文还证明了，多参数指数族中一个参数的一致最精确无偏上（下）置信限也能基于样本空间中的一种序关系构造出来。In this paper the property of the method for constructing confidence limits of parameters based on order relation in the sample space is discussed. It is proved that there exists an order relation in the sample space based on which the constructed upper and lower confidence limits of the parameter in a monotone likelihood ratio family are uniformly most accurate. It is also proved that the uniformly most accurate unbiased upper and lower confidence limits of a parameter in a multi-parameter exponential family can be constructed based on an order relation in the sample space.

关 键 词：次序关系 一致最精确置信限 一致最精确无偏置信限 参数置信限 样本空间 

分 类 号：O212[理学—概率论与数理统计]