Asymptotics of the Optimal Confidence Region for Shift and Scale, Based on Two Order Statistics
- Авторлар: Zaigraev A.1, Alama-Bućko M.2
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Мекемелер:
- Nikolay Kopernik University
- UTP University of Science and Technology
- Шығарылым: Том 220, № 6 (2017)
- Беттер: 763-776
- Бөлім: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238950
- DOI: https://doi.org/10.1007/s10958-016-3220-4
- ID: 238950
Дәйексөз келтіру
Аннотация
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.
Авторлар туралы
A.Yu. Zaigraev
Nikolay Kopernik University
Хат алмасуға жауапты Автор.
Email: alzaig@mat.uni.torun.pl
Польша, Torun
M. Alama-Bućko
UTP University of Science and Technology
Email: alzaig@mat.uni.torun.pl
Польша, Bydgoszcz