Two-stage procedure having exact third-order properties for a normal mean
Two-stage procedure having exact third-order properties for a normal mean
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具有正态平均值的精确三阶特性的两阶段过程
DOI：
10.1080/03610926.2011.573166
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发表时间：
2012
期刊：
影响因子：
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通讯作者：
Chikara Uno and Daisuke Takeuchi
中科院分区：
文献类型：
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作者：
Eiichi Isogai;Chikara Uno and Daisuke Takeuchi
本文考虑方差σ 2未知的正态分布均值μ的定宽置信区间估计问题，并在已知方差σ 2有一个下界的假设下给出了估计结果 .我们处理的两个阶段提出的Mukhopadhyay和Duggan的程序，并提供“精确”的三阶近似的平均样本量和覆盖概率，保证准确的一致性。仿真结果表明，精确三阶近似给出了覆盖概率与下界σ之间的显式关系，其精度上级二阶近似.
We consider the problem of fixed-width confidence interval estimation of mean μ of a normal distribution with unknown variance σ2under an additional assumption that the unknown variance σ2has a known lower bound . We deal with the two-stage procedure proposed by Mukhopadhyay and Duggan and provide “exact” third-order approximations to the average sample size and the coverage probability with guaranteeing exact consistency. It turns out that the exact third-order approximation gives explicit relations between the coverage probability and the lower bound σLand that it is superior to the second-order approximation in accuracy via some simulation results.