期刊论文

中文

应用数学

1001-9847

2013

26

1

36-44

10.3969/j.issn.1001-9847.2013.01.005

11YJA91009:教育部人文社会科学研究项目

本校为第一机构

在统计推断中,模型中未知参数的区间估计是一个重要的研究内容.本文通过构造枢轴量研究了具有Rao简单结构多元t-模型的参数区间估计,利用条件分布技巧,得到枢轴量的分布,从而获得模型中单个未知参数的置信区域以及参数的联合置信区域.

In statistical inference,the interval estimates of unknown parameters in a mod el is an important issue. In this paper,the interval estimates of parameters in the multivariatet-model with Rao＇s simple structure is considered by constructing the pivotal statistics. The distribution of the constructed pivotal statistics is studied by applying the techniques of con- ditional distribution. Therefore,the confidence region of a single parameter an...