FIXED-WIDTH SEQUENTIAL CONFIDENCE-INTERVAL FOR THE MEAN OF A GAMMA-DISTRIBUTION

被引：10

作者：

TAKADA, Y

NAGATA, Y

机构：

[1] KUMAMOTO UNIV,FAC SCI,DEPT MATH,KUMAMOTO 860,JAPAN

[2] OKAYAMA UNIV,FAC ECON,OKAYAMA 700,JAPAN

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1995年 / 44卷 / 03期

关键词：

GAMMA DISTRIBUTION; STOPPING TIME; BIAS CORRECTION; AVERAGE COVERAGE PROBABILITY; ASYMPTOTIC EXPANSION;

D O I：

10.1016/0378-3758(94)00053-X

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：

This paper considers a sequential procedure for setting a fixed-width confidence interval for the mean of a gamma distribution. Instead of a coverage probability, an average coverage probability is considered and its asymptotic expansion is obtained, from which it turns out that the interval with bias correction performs better than that with no bias correction.

引用

页码：277 / 289

页数：13

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