A note on combined inference on the common coefficient of variation using confidence distributions
A note on combined inference on the common coefficient of variation using confidence distributions
复制标题
关于使用置信分布对共同变异系数进行组合推断的说明
DOI：
10.1214/15-ejs993
复制
发表时间：
2015-01-01
影响因子：
1.1
通讯作者：
Xu, Xingzhong
中科院分区：
文献类型：
--
作者：
Liu, Xuhua;Xu, Xingzhong
本文考虑了几个正态总体共享的共同变异系数（CV）的推断。置信度分布（CD）用于联合收割机组合来自不同来源的每个CV的信息。一个新的程序来构建一个共同的CV的置信区间的基础上的组合置信分布的CV的逆。新导出的CD区间具有理论上的精确频率论性质。仿真结果表明，新的置信区间表现出很好的经验覆盖概率和平均区间长度。最后，通过一个真实的数据实例说明了所提出的新方法.
This article considers inference for a common coefficient of variation (CV) shared by several normal populations. The confidence distributions (CD) are used to combine the information about each CV from different sources. A new procedure for constructing a confidence interval for the common CV is developed based on a combined confidence distribution for the inverse of the CV. The new derived CD interval has a theoretical exact frequentist property. Simulation results demonstrate that the new confidence intervals perform very well in terms of empirical coverage probability and average interval length. Finally, the proposed new procedure is illustrated on a real data example.