An approach to the construction of parametric confidence bands on cumulative distribution functions
An approach to the construction of parametric confidence bands on cumulative distribution functions
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累积分布函数参数置信带的构建方法
DOI：
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发表时间：
1972
期刊：
影响因子：
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通讯作者：
R. Srinivasan
中科院分区：
文献类型：
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作者：
P. Kanofsky;R. Srinivasan
提出了一种构造函数形式已知的累积分布函数置信带的方法。用真函数和真函数的估计量之间的最大绝对差来推导频带。详细讨论了均值和方差未知的正态分布。在某些情况下，在选定点的期望带宽和期望最大带宽方面，发现在这种情况下导出的频带优于Kanofsky （1968a）的频带。
SUMMARY A method is developed for constructing a confidence band for a cumulative distribution function with known functional form. The band is derived using the maximum absolute difference between the true function and an estimator of it. The normal distribution with unknown mean and variance is treated in detail. The band derived in this case is found to be superior in certain instances to the one due to Kanofsky (1968a) with respect to the expected band width at selected points, and the expected maximum band width.