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| 指数分布族中矩估计序贯置信区间 | |
| 引用本文： | 陈思宝,王海贤,陈桂景.指数分布族中矩估计序贯置信区间[J].系统科学与数学,2006,26(3):315-324. |
| 作者姓名： | 陈思宝 王海贤 陈桂景 |
| 作者单位： | 1. 安徽大学计算机科学与技术学院,合肥,230039 2. 东南大学学习科学研究中心,南京,210096 3. 安徽大学数学系,合肥,230039 |
| 基金项目： | 国家自然科学基金(60375010,10271001) 安徽大学211创新团队项目资助课题． |
| 摘 要： | 在矩估计的基础上,对于给定精度(2d)及置信系数(α),建立了对参数函数g(θ) 的一个序贯置信区间估计的程序．并讨论了在一定条件下,当d→0,它的渐近相合性、渐近有效性及有界的最优费用差(EN(d)-n(d))等渐近性质． |
| 关 键 词： | 序贯置信区间 渐近相合性 渐近有效性 最优费用差 矩估计 |
| 修稿时间： | 2003年10月13 |
Sequential Confidence Interval For Moment Estimate In Exponential Distribution Family |
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| Chen Sibao,Wang Haixian,Chen Guijing.Sequential Confidence Interval For Moment Estimate In Exponential Distribution Family[J].Journal of Systems Science and Mathematical Sciences,2006,26(3):315-324. | |
| Authors: | Chen Sibao Wang Haixian Chen Guijing |
| Institution: | (1)School of Computer Science and Technology, Anhui University, Hefei 230039;(2)Research Center for Learning Science, Southeast University, Nanjing 210096;(3)Department of Mathematics, Anhui University, Hefei 230039 |
| Abstract: | The aim of this article is to build a program of sequential confidence interval for the function of parameter $g(\theta)$ under the condition of prescribed precision($2d$) and coverage probability($\alpha$), based on moment estimation. We also discussed some of its asymptotic properties, such as asymptotic consistency, asymptotic efficiency and cost of ignorance, under some certain assumptions. |
| Keywords: | Sequential confidence interval asymptotic consistency asymptotic efficiency cost of ignorance moment estimation |
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