| 伽玛分布参数的最短置信区间 |
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| 引用本文： | 袁长迎,徐明民.伽玛分布参数的最短置信区间[J].数理统计与管理,2006,25(4):435-437. |
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| 作者姓名： | 袁长迎 徐明民 |
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| 作者单位： | 西南科技大学理学院,四川,绵阳,621010 |
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| 摘 要： | Γ(β,θ)分布中未知参数θ的最短置信区间实际上是一个条件极值问题,它能转化成一个方程组可用数值方法迭代求解。在假设参数β=1,置信水平为0.95的条件下,比较了常用置信区间与最短置信区间的长度,结果表明:两者长度的绝对差d(n)和相对差e(n)均随样本容量n的增大而减小,当n≤9时,e(n)≥10%。这说明在小样本下,研究参数的最短置信区间是必要的。
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| 关 键 词： | 伽玛分布 参数的区间估计 最短置信区间 |
| 文章编号： | 1002-1566(2006)04-0435-03 |
| 收稿时间： | 2004-12-17 |
| 修稿时间： | 2004年12月17 |
Shortest Confidence Interval of Parameter of Gamma Distribution |
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| YUAN Chang-ying,XU Ming-min.Shortest Confidence Interval of Parameter of Gamma Distribution[J].Application of Statistics and Management,2006,25(4):435-437. |
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| Authors: | YUAN Chang-ying XU Ming-min |
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| Institution: | College of Science, Southwest University of Science and Technology, Mianyang, 621010, China |
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| Abstract: | The shortest confidence interval of parameter of Gamma distribution is in practice a question of conditional extremum.It can be transferred to a group of equations that can be solved by a method of numerical value.Assume β=1,and confidence level is 0.95,the length of normal confidence interval is compared to the length of shortest confidence interval,the results show: both absolute difference d(n) and relative difference e(n) are decreased by the increasing sample number n,when n≤9,e(n)≥10%.So it is necessary to research the shortest confidence interval of parameter for small samples. |
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| Keywords: | Gamma distribution interval estimation of parameter shortest confidence interval |
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