Fiducial intervals of restricted parameters and their applications
Fiducial intervals of restricted parameters and their applications
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DOI：
10.1360/03ys0248
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发表时间：
2005-11
影响因子：
1.4
通讯作者：
X. Li
中科院分区：
文献类型：
--
作者：
X. Li
在实际应用中，未知参数往往是有限制的。本文给出了构造约束参数置信区间的一般方法。应用一般方法，构造了位置（尺度）分布族中位置（尺度）参数和两个位置（尺度）之差（比）的置信区间。这些间隔的频率特性进行了验证。对于方差分量模型，得到了三个共同感兴趣的参数的置信区间。从理论和计算上研究了它们的频率特性。
In practice, the unknown parameters are often restricted. This paper provides a general method for constructing the fiducial intervals of the restricted parameters. Applying the general method, the fiducial intervals are constructed for the location (scale) parameters and the difference (ratio) of two locations (scales) in a location (scale) family of distributions. The frequency properties of these intervals are verified. For a variance components model, the fiducial intervals for the three parameters of common interest are obtained. Their frequency properties are investigated theoretically and computationally.