Fiducial intervals of restricted parameters and their applications

被引：0
|
作者：
Xinmin Li
Guoying Li
Xingzhong Xu
机构：
[1] Shandong University of Technology,College of Mathematics and Information Sciences
[2] Chinese Academy of Sciences,Academy of Mathematics and System Sciences
[3] Beijing Institute of Technology,Department of Mathematics
来源：
Science in China Series A: Mathematics | 2005年 / 48卷
关键词：
restricted parameter space; fiducial interval; frequency property; variance components;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In practice, the unknown parameters are often restricted. This paper provides a general method for constructing the fiducial intervals of the restricted parameters. Applying the general method, the fiducial intervals are constructed for the location (scale) parameters and the difference (ratio) of two locations (scales) in a location (scale) family of distributions. The frequency properties of these intervals are verified. For a variance components model, the fiducial intervals for the three parameters of common interest are obtained. Their frequency properties are investigated theoretically and computationally.
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页码：1567 / 1583
页数：16
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