基于F分布的最短置信区间研究  

Research on Shortest Confidence Interval Based on F-Distribution

作　　者：李广正[1] Li Guangzheng(Lanzhou Central Sub-branch People＇s Bank of China, Lanzhou 730000, Chin)

机构地区：[1]中国人民银行兰州中心支行

出　　处：《统计与决策》2018年第12期18-20,共3页Statistics & Decision

摘　　要：文章基于对两正态总体方差比的最短区间估计问题的研究,通过运用拉格朗日乘数法,利用mathe-matics软件分别计算出了在0.9、0.95和0.99置信水平下基于F分布的最短置信区间,并给出了F分布的最短区间估计用表。与构造等尾置信区间的传统方法相比,不仅精度要优于传统方法,而且适用面要比传统方法更加广泛。Based on the study of the estimation of the shortest interval of the two normal population variance ratio, this paper uses the Lagrange multiplier method and mathematics software to respectively calculate the confidence level of F distribution under the confidence level of 0.9, 0.95 and 0.99, and also gives the estimation table of the shortest interval of F distribution. Compared with the traditional method of constructing isobaric confidence interval, the precision of the proposed method is not only better, but also the applicability is more extensive.

关 键 词：F分布 等尾置信区间 最短置信区间 拉格朗日乘数法 

分 类 号：O212[理学—概率论与数理统计]