Asymptotics of the Optimal Confidence Region for Shift and Scale, Based on Two Order Statistics
- 作者: Zaigraev A.1, Alama-Bućko M.2
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隶属关系:
- Nikolay Kopernik University
- UTP University of Science and Technology
- 期: 卷 220, 编号 6 (2017)
- 页面: 763-776
- 栏目: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238950
- DOI: https://doi.org/10.1007/s10958-016-3220-4
- ID: 238950
如何引用文章
详细
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.
作者简介
A.Yu. Zaigraev
Nikolay Kopernik University
编辑信件的主要联系方式.
Email: alzaig@mat.uni.torun.pl
波兰, Torun
M. Alama-Bućko
UTP University of Science and Technology
Email: alzaig@mat.uni.torun.pl
波兰, Bydgoszcz