Asymptotics of the Optimal Confidence Region for Shift and Scale, Based on Two Order Statistics
- Авторы: Zaigraev A.1, Alama-Bućko M.2
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Учреждения:
- Nikolay Kopernik University
- UTP University of Science and Technology
- Выпуск: Том 220, № 6 (2017)
- Страницы: 763-776
- Раздел: 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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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.
Об авторах
A.Yu. Zaigraev
Nikolay Kopernik University
Автор, ответственный за переписку.
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