期刊論文
| 學年 | 89 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2000-10-01 |
| 作品名稱 | Generalized confidence intervals for the largest value of some functions of parameters under normality |
| 作品名稱（其他語言） | |
| 著者 | Chang, Y. P.; Huang, W. T. |
| 單位 | 淡江大學經營決策學系 |
| 出版者 | Taipei: Academia Sinica * Institute of Statistical Science |
| 著錄名稱、卷期、頁數 | Statistica Sinica 10(4), pp.1369-1383 |
| 摘要 | This paper deals with generalized confidence intervals (GCIs) for the maximum value of functions of parameters of interest in the presence of nuisance parameters. For k(≥ 2) normal populations, we propose GCIs for, respectively, the largest mean, the largest quantile and the largest signal-to-noise ratio. For the case of the largest mean, it is shown that the proposed GCIs are better than those of Chen and Dudewicz (1973a, b). A new measure of efficiency is proposed and some Monte Carlo comparisons between the proposed method and the known method are performed. We also show that in several situations the GCIs are equivalent to Bayesian confidence intervals by employing improper prior distributions. Illustration is made to some real data. |
| 關鍵字 | Bayesian confidence interval; Generalized confidence interval; Quantile; Signal-to-noise ratio |
| 語言 | en |
| ISSN | 1017-0405 |
| 期刊性質 | 國內 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | |
| 國別 | TWN |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/19806 ) |