On construction of asymptotically correct confidence intervals

被引：10
|
作者：
Xiong, Shifeng [1 ]
Mu, Weiyan [2 ]
机构：
[1] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100864, Peoples R China
[2] Beijing Inst Technol, Dept Math, Beijing, Peoples R China
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2009年 / 139卷 / 04期
关键词：
Confidence interval; Coverage; Structural method; Two-sample problem; BINOMIAL PROPORTION;
D O I：
10.1016/j.jspi.2008.08.014
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we discuss constructing confidence intervals based on asymptotic generalized pivotal quantities (AGPQs). An AGPQ associates a distribution with the corresponding parameter, and then an asymptotically correct confidence interval can be derived directly from this distribution like Bayesian or fiducial interval estimates. We provide two general procedures for constructing AGPQs. We also present several examples to show that AGPQs can yield new confidence intervals with better finite-sample behaviors than traditional methods. Crown Copyright (C) 2008 Published by Elsevier B.V. All rights reserved.
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页码：1394 / 1404
页数：11
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