Asymptotics of the Optimal Confidence Region for Shift and Scale, Based on Two Order Statistics
- Authors: Zaigraev A.1, Alama-Bućko M.2
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Affiliations:
- Nikolay Kopernik University
- UTP University of Science and Technology
- Issue: Vol 220, No 6 (2017)
- Pages: 763-776
- Section: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238950
- DOI: https://doi.org/10.1007/s10958-016-3220-4
- ID: 238950
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Abstract
Using two order statistics, we construct the two-dimensional optimal strong confidence region for shift and scale parameters and study its asymptotics when the sample size tends to infinity. Also, we construct simpler confidence region asymptotically equivalent to the optimal one. The constructed confidence region is compared with similar confidence regions, based on sample mean and sample mean-square deviation.
About the authors
A.Yu. Zaigraev
Nikolay Kopernik University
Author for correspondence.
Email: alzaig@mat.uni.torun.pl
Poland, Torun
M. Alama-Bućko
UTP University of Science and Technology
Email: alzaig@mat.uni.torun.pl
Poland, Bydgoszcz