Bootstrap methods for the up and down test on pyrotechnics sensitivity analysis

被引:6
|
作者
Chao, MT [1 ]
Fuh, CD [1 ]
机构
[1] Acad Sinica, Inst Stat Sci, Taipei 11529, Taiwan
关键词
bootstrap; importance resampling; Markov chains; maximum likelihood estimate; probit model; sequential design; up and down method;
D O I
暂无
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
We start with a data set recently obtained from a Bruceton test. The data come from the study of CS-M-3 ignitor in a military experiment and are analyzed by the up-and-down method of Dixon and Mood (1948). Wie reexamine the method and develop a more appropriate inference that takes account of the special dependent data structure. Two bootstrap confidence interval procedures, percentile and bootstrap-t, are introduced to find approximate confidence intervals for the parameters of interest. A simulation study shows that the bootstrap-t, with proper bias corrections, gives better coverage probability, but is considerably more computer-intensive than non-bias-corrected versions. This leads to the development of an importance resampling technique which can reduce the CPU time by a factor of 10 or more. Finally, we apply the proposed procedure to analyze our data set.
引用
收藏
页码:1 / 21
页数:21
相关论文
共 50 条