数学物理学报 ›› 2021, Vol. 41 ›› Issue (1): 194-216.
收稿日期:
2019-11-22
出版日期:
2021-02-26
发布日期:
2021-01-29
通讯作者:
叶仁道
E-mail:yerendao2003@163.com
基金资助:
Rendao Ye1,*(),Zhongchi Wang1,Kun Luo2,Ya Lin1
Received:
2019-11-22
Online:
2021-02-26
Published:
2021-01-29
Contact:
Rendao Ye
E-mail:yerendao2003@163.com
Supported by:
摘要:
该文基于Bootstrap方法研究多个偏正态总体共同位置参数的区间估计和假设检验问题.首先,分别给出未知参数的矩估计和极大似然估计.其次,将徐礼文[
中图分类号:
叶仁道,王仲池,罗堃,林雅. 多个偏正态总体共同位置参数的Bootstrap置信区间[J]. 数学物理学报, 2021, 41(1): 194-216.
Rendao Ye,Zhongchi Wang,Kun Luo,Ya Lin. Bootstrap Confidence Intervals for the Common Location Parameter of Several Skew-Normal Populations[J]. Acta mathematica scientia,Series A, 2021, 41(1): 194-216.
表 1
两个总体时六种Bootstrap置信区间的模拟覆盖概率"
(λ1, λ2) = (3, 4) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.8616 | 0.8552 | 0.8740 | 0.9488 | 0.9532 | 0.9460 | 0.9012 | 0.8984 | 0.8980 | 0.9500 | 0.9540 | 0.9548 | ||
| 0.8636 | 0.8564 | 0.8748 | 0.9492 | 0.9528 | 0.9464 | 0.9008 | 0.8968 | 0.8980 | 0.9508 | 0.9536 | 0.9548 | |
| 0.8636 | 0.8564 | 0.8752 | 0.9492 | 0.9524 | 0.9472 | 0.9012 | 0.8948 | 0.8988 | 0.9508 | 0.9536 | 0.9548 | |
| 0.8616 | 0.8552 | 0.8740 | 0.9488 | 0.9532 | 0.9460 | 0.9012 | 0.8984 | 0.8980 | 0.9500 | 0.9540 | 0.9548 | |
| 0.8612 | 0.8552 | 0.8736 | 0.9484 | 0.9532 | 0.9460 | 0.9008 | 0.9000 | 0.8980 | 0.9500 | 0.9548 | 0.9536 | |
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.9388 | 0.9224 | 0.9248 | 0.9464 | 0.9544 | 0.9588 | 0.9260 | 0.9324 | 0.9396 | 0.9492 | 0.9544 | 0.9532 | ||
0.9392 | 0.9196 | 0.9256 | 0.9464 | 0.9536 | 0.9600 | 0.9260 | 0.9292 | 0.9400 | 0.9492 | 0.9532 | 0.9532 | ||
0.9396 | 0.9196 | 0.9260 | 0.9464 | 0.9536 | 0.9600 | 0.9260 | 0.9284 | 0.9404 | 0.9488 | 0.9528 | 0.9532 | ||
0.9388 | 0.9224 | 0.9248 | 0.9464 | 0.9544 | 0.9588 | 0.9260 | 0.9324 | 0.9396 | 0.9492 | 0.9544 | 0.9532 | ||
0.9388 | 0.9224 | 0.9252 | 0.9464 | 0.9548 | 0.9588 | 0.9260 | 0.9332 | 0.9396 | 0.9492 | 0.9544 | 0.9532 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.9236 | 0.9376 | 0.9404 | 0.9412 | 0.9492 | 0.9520 | 0.9284 | 0.9336 | 0.9400 | 0.9472 | 0.9536 | 0.9576 | ||
0.9240 | 0.9348 | 0.9404 | 0.9408 | 0.9472 | 0.9512 | 0.9288 | 0.9300 | 0.9408 | 0.9468 | 0.9536 | 0.9576 | ||
| 0.9244 | 0.9336 | 0.9404 | 0.9408 | 0.9472 | 0.9512 | 0.9288 | 0.9292 | 0.9408 | 0.9472 | 0.9528 | 0.9576 | |
| 0.9236 | 0.9376 | 0.9404 | 0.9412 | 0.9492 | 0.9520 | 0.9284 | 0.9336 | 0.9400 | 0.9472 | 0.9536 | 0.9576 | |
| 0.9228 | 0.9392 | 0.9404 | 0.9412 | 0.9496 | 0.9520 | 0.9284 | 0.9348 | 0.9400 | 0.9472 | 0.9540 | 0.9576 | |
(λ1, λ2) = (5, 6) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.9312 | 0.9312 | 0.9400 | 0.9652 | 0.9688 | 0.9656 | 0.9548 | 0.9532 | 0.9584 | 0.9656 | 0.9684 | 0.9724 | ||
| 0.9320 | 0.9312 | 0.9408 | 0.9652 | 0.9688 | 0.9660 | 0.9556 | 0.9504 | 0.9592 | 0.9656 | 0.9680 | 0.9724 | |
| 0.9328 | 0.9304 | 0.9408 | 0.9652 | 0.9688 | 0.9660 | 0.9556 | 0.9496 | 0.9596 | 0.9656 | 0.9680 | 0.9728 | |
| 0.9312 | 0.9312 | 0.9400 | 0.9652 | 0.9688 | 0.9656 | 0.9548 | 0.9532 | 0.9584 | 0.9656 | 0.9684 | 0.9724 | |
| 0.9312 | 0.9324 | 0.9400 | 0.9652 | 0.9688 | 0.9656 | 0.9548 | 0.9536 | 0.9580 | 0.9660 | 0.9684 | 0.9720 | |
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.9680 | 0.9572 | 0.9660 | 0.9612 | 0.9652 | 0.9724 | 0.9584 | 0.9584 | 0.9680 | 0.9648 | 0.9696 | 0.9716 | ||
| 0.9680 | 0.9548 | 0.9660 | 0.9620 | 0.9640 | 0.9724 | 0.9588 | 0.9552 | 0.9680 | 0.9648 | 0.9684 | 0.9716 | |
| 0.9676 | 0.9544 | 0.9664 | 0.9616 | 0.9640 | 0.9724 | 0.9588 | 0.9544 | 0.9680 | 0.9648 | 0.9684 | 0.9716 | |
| 0.9680 | 0.9572 | 0.9660 | 0.9612 | 0.9652 | 0.9724 | 0.9584 | 0.9584 | 0.9680 | 0.9648 | 0.9696 | 0.9716 | |
| 0.9676 | 0.9592 | 0.9656 | 0.9612 | 0.9652 | 0.9728 | 0.9576 | 0.9588 | 0.9680 | 0.9648 | 0.9704 | 0.9716 | |
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.9532 | 0.9668 | 0.9680 | 0.9620 | 0.9676 | 0.9724 | 0.9564 | 0.9560 | 0.9668 | 0.9588 | 0.9708 | 0.9692 | ||
| 0.9524 | 0.9640 | 0.9680 | 0.9616 | 0.9672 | 0.9724 | 0.9568 | 0.9524 | 0.9664 | 0.9588 | 0.9688 | 0.9692 | |
| 0.9524 | 0.9636 | 0.9680 | 0.9616 | 0.9672 | 0.9728 | 0.9564 | 0.9520 | 0.9668 | 0.9588 | 0.9680 | 0.9692 | |
| 0.9532 | 0.9668 | 0.9680 | 0.9620 | 0.9676 | 0.9724 | 0.9564 | 0.9560 | 0.9668 | 0.9588 | 0.9708 | 0.9692 | |
| 0.9536 | 0.9672 | 0.9676 | 0.9620 | 0.9684 | 0.9720 | 0.9564 | 0.9580 | 0.9672 | 0.9588 | 0.9716 | 0.9692 | |
(λ1, λ2) = (8, 9) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.9548 | 0.9564 | 0.9620 | 0.9736 | 0.9752 | 0.9720 | 0.9680 | 0.9664 | 0.9720 | 0.9724 | 0.9744 | 0.9776 | ||
0.9548 | 0.9556 | 0.9628 | 0.9736 | 0.9752 | 0.9716 | 0.9684 | 0.9656 | 0.9728 | 0.9724 | 0.9744 | 0.9776 | ||
| 0.9548 | 0.9552 | 0.9628 | 0.9736 | 0.9752 | 0.9716 | 0.9684 | 0.9656 | 0.9736 | 0.9724 | 0.9744 | 0.9780 | |
| 0.9548 | 0.9564 | 0.9620 | 0.9736 | 0.9752 | 0.9720 | 0.9680 | 0.9664 | 0.9720 | 0.9724 | 0.9744 | 0.9776 | |
| 0.9548 | 0.9576 | 0.9624 | 0.9736 | 0.9756 | 0.9720 | 0.9680 | 0.9664 | 0.9720 | 0.9724 | 0.9748 | 0.9776 | |
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.9764 | 0.9676 | 0.9764 | 0.9668 | 0.9708 | 0.9776 | 0.9716 | 0.9680 | 0.9772 | 0.9704 | 0.9764 | 0.9796 | ||
| 0.9764 | 0.9660 | 0.9764 | 0.9672 | 0.9704 | 0.9772 | 0.9720 | 0.9648 | 0.9776 | 0.9700 | 0.9756 | 0.9800 | |
| 0.9764 | 0.9656 | 0.9764 | 0.9672 | 0.9704 | 0.9772 | 0.9716 | 0.9640 | 0.9776 | 0.9700 | 0.9752 | 0.9800 | |
| 0.9764 | 0.9676 | 0.9764 | 0.9668 | 0.9708 | 0.9776 | 0.9716 | 0.9680 | 0.9772 | 0.9704 | 0.9764 | 0.9796 | |
| 0.9760 | 0.9684 | 0.9764 | 0.9668 | 0.9716 | 0.9776 | 0.9704 | 0.9696 | 0.9772 | 0.9704 | 0.9768 | 0.9796 | |
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.9692 | 0.9748 | 0.9780 | 0.9704 | 0.9748 | 0.9772 | 0.9692 | 0.9772 | 0.9836 | 0.9684 | 0.9788 | 0.9736 | ||
| 0.9696 | 0.9732 | 0.9784 | 0.9700 | 0.9736 | 0.9772 | 0.9656 | 0.9760 | 0.9876 | 0.9680 | 0.9768 | 0.9736 | |
| 0.9696 | 0.9732 | 0.9784 | 0.9704 | 0.9736 | 0.9772 | 0.9656 | 0.9764 | 0.9809 | 0.9680 | 0.9768 | 0.9736 | |
| 0.9692 | 0.9748 | 0.9780 | 0.9704 | 0.9748 | 0.9772 | 0.9692 | 0.9772 | 0.9863 | 0.9684 | 0.9788 | 0.9736 | |
| 0.9696 | 0.9756 | 0.9784 | 0.9704 | 0.9756 | 0.9772 | 0.9700 | 0.9772 | 0.9868 | 0.9684 | 0.9800 | 0.9732 |
表 2
三个总体时六种Bootstrap置信区间的模拟覆盖概率"
(λ1, λ2, λ3) = (3, 3, 4) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.8655 | 0.8396 | 0.8668 | 0.9330 | 0.9144 | 0.9428 | 0.9085 | 0.8744 | 0.9080 | 0.9580 | 0.9388 | 0.9620 | |
0.8675 | 0.8380 | 0.8668 | 0.9335 | 0.9180 | 0.9424 | 0.9080 | 0.8724 | 0.9076 | 0.9565 | 0.9432 | 0.9608 | ||
0.8685 | 0.8348 | 0.8668 | 0.9310 | 0.9216 | 0.9408 | 0.9065 | 0.8708 | 0.9084 | 0.9560 | 0.9480 | 0.9620 | ||
0.8690 | 0.8340 | 0.8672 | 0.9320 | 0.9248 | 0.9396 | 0.9080 | 0.8708 | 0.9104 | 0.9550 | 0.9492 | 0.9620 | ||
0.8690 | 0.8336 | 0.8676 | 0.9315 | 0.9228 | 0.9412 | 0.9060 | 0.8712 | 0.9088 | 0.9560 | 0.9484 | 0.9620 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9230 | 0.8804 | 0.9324 | 0.9580 | 0.9320 | 0.9624 | 0.9400 | 0.8988 | 0.9416 | 0.9615 | 0.9336 | 0.9664 | |
0.9205 | 0.8736 | 0.9344 | 0.9570 | 0.9380 | 0.9624 | 0.9415 | 0.8976 | 0.9412 | 0.9605 | 0.9352 | 0.9664 | ||
0.9275 | 0.8708 | 0.9340 | 0.9560 | 0.9436 | 0.9624 | 0.9420 | 0.8964 | 0.9420 | 0.9605 | 0.9436 | 0.9676 | ||
0.9295 | 0.8696 | 0.9340 | 0.9545 | 0.9464 | 0.9620 | 0.9445 | 0.8944 | 0.9432 | 0.9590 | 0.9484 | 0.9672 | ||
0.9275 | 0.8720 | 0.9336 | 0.9560 | 0.9448 | 0.9620 | 0.9435 | 0.8964 | 0.9428 | 0.9605 | 0.9452 | 0.9672 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9415 | 0.8904 | 0.9448 | 0.9345 | 0.9000 | 0.9456 | 0.9450 | 0.8752 | 0.9420 | 0.9380 | 0.8924 | 0.9448 | |
0.9430 | 0.8844 | 0.9452 | 0.9335 | 0.9088 | 0.9448 | 0.9450 | 0.8684 | 0.9420 | 0.9385 | 0.9016 | 0.9452 | ||
0.9450 | 0.8772 | 0.9448 | 0.9335 | 0.9200 | 0.9456 | 0.9465 | 0.8604 | 0.9424 | 0.9400 | 0.9112 | 0.9452 | ||
0.9440 | 0.8740 | 0.9448 | 0.9340 | 0.9252 | 0.9452 | 0.9445 | 0.8528 | 0.9424 | 0.9410 | 0.9188 | 0.9448 | ||
0.9445 | 0.8768 | 0.9440 | 0.9335 | 0.9228 | 0.9452 | 0.9460 | 0.8588 | 0.9424 | 0.9405 | 0.9136 | 0.9448 | ||
(λ1, λ2, λ3) = (5, 5, 6) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9410 | 0.9036 | 0.9444 | 0.9595 | 0.9388 | 0.9664 | 0.9550 | 0.9128 | 0.9588 | 0.9670 | 0.9540 | 0.9756 | |
0.9415 | 0.9004 | 0.9440 | 0.9595 | 0.9436 | 0.9664 | 0.9560 | 0.9072 | 0.9596 | 0.9665 | 0.9576 | 0.9756 | ||
0.9415 | 0.8936 | 0.9448 | 0.9590 | 0.9476 | 0.9656 | 0.9580 | 0.9016 | 0.9608 | 0.9670 | 0.9616 | 0.9752 | ||
0.9395 | 0.8892 | 0.9452 | 0.9580 | 0.9516 | 0.9644 | 0.9565 | 0.8948 | 0.9616 | 0.9670 | 0.9620 | 0.9744 | ||
0.9415 | 0.8920 | 0.9444 | 0.9590 | 0.9484 | 0.9652 | 0.9575 | 0.9016 | 0.9612 | 0.9670 | 0.9616 | 0.9752 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9630 | 0.8964 | 0.9704 | 0.9735 | 0.9432 | 0.9796 | 0.9650 | 0.8976 | 0.9704 | 0.9735 | 0.9444 | 0.9796 | |
0.9635 | 0.8852 | 0.9704 | 0.9725 | 0.9492 | 0.9800 | 0.9655 | 0.8904 | 0.9688 | 0.9740 | 0.9516 | 0.9796 | ||
0.9650 | 0.8672 | 0.9704 | 0.9730 | 0.9576 | 0.9804 | 0.9655 | 0.8760 | 0.9696 | 0.9745 | 0.9588 | 0.9792 | ||
0.9625 | 0.8608 | 0.9692 | 0.9720 | 0.9620 | 0.9800 | 0.9650 | 0.8660 | 0.9708 | 0.9745 | 0.9628 | 0.9784 | ||
0.9645 | 0.8652 | 0.9692 | 0.9730 | 0.9604 | 0.9800 | 0.9650 | 0.8744 | 0.9692 | 0.9745 | 0.9604 | 0.9788 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9665 | 0.8680 | 0.9716 | 0.9520 | 0.9200 | 0.9696 | 0.9595 | 0.8388 | 0.9672 | 0.9595 | 0.9060 | 0.9660 | |
0.9650 | 0.8536 | 0.9724 | 0.9510 | 0.9292 | 0.9696 | 0.9595 | 0.8196 | 0.9688 | 0.9585 | 0.9192 | 0.9660 | ||
0.9650 | 0.8336 | 0.9712 | 0.9515 | 0.9364 | 0.9688 | 0.9620 | 0.7944 | 0.9688 | 0.9585 | 0.9312 | 0.9656 | ||
0.9660 | 0.8248 | 0.9688 | 0.9520 | 0.9404 | 0.9688 | 0.9625 | 0.7784 | 0.9676 | 0.9585 | 0.9380 | 0.9668 | ||
0.9655 | 0.8312 | 0.9700 | 0.9520 | 0.9380 | 0.9692 | 0.9620 | 0.7900 | 0.9684 | 0.9585 | 0.9320 | 0.9664 | ||
(λ1, λ2, λ3) = (6, 8, 9) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9510 | 0.9116 | 0.9568 | 0.9650 | 0.9484 | 0.9728 | 0.9625 | 0.9184 | 0.9656 | 0.9765 | 0.9620 | 0.9816 | |
0.9510 | 0.9104 | 0.9560 | 0.9650 | 0.9524 | 0.9732 | 0.9620 | 0.9108 | 0.9656 | 0.9755 | 0.9628 | 0.9812 | ||
0.9525 | 0.9016 | 0.9552 | 0.9650 | 0.9572 | 0.9728 | 0.9640 | 0.9060 | 0.9660 | 0.9735 | 0.9660 | 0.9816 | ||
0.9510 | 0.8952 | 0.9548 | 0.9655 | 0.9612 | 0.9724 | 0.9640 | 0.9000 | 0.9664 | 0.9730 | 0.9684 | 0.9800 | ||
0.9530 | 0.9008 | 0.9548 | 0.9650 | 0.9588 | 0.9728 | 0.9645 | 0.9048 | 0.9664 | 0.9730 | 0.9660 | 0.9816 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9685 | 0.8964 | 0.9748 | 0.9780 | 0.9568 | 0.9820 | 0.9705 | 0.9036 | 0.9744 | 0.9785 | 0.9560 | 0.9828 | |
0.9695 | 0.8868 | 0.9756 | 0.9785 | 0.9604 | 0.9824 | 0.9705 | 0.8928 | 0.9740 | 0.9785 | 0.9616 | 0.9824 | ||
0.9695 | 0.8660 | 0.9756 | 0.9775 | 0.9672 | 0.9820 | 0.9705 | 0.8744 | 0.9744 | 0.9780 | 0.9664 | 0.9824 | ||
0.9695 | 0.8560 | 0.9760 | 0.9775 | 0.9704 | 0.9820 | 0.9695 | 0.8652 | 0.9756 | 0.9780 | 0.9704 | 0.9824 | ||
0.9695 | 0.8644 | 0.9756 | 0.9775 | 0.9668 | 0.9820 | 0.9705 | 0.8728 | 0.9740 | 0.9780 | 0.9672 | 0.9828 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9720 | 0.8676 | 0.9776 | 0.9630 | 0.9324 | 0.9768 | 0.9665 | 0.8388 | 0.9736 | 0.9690 | 0.9224 | 0.9716 | |
0.9715 | 0.8516 | 0.9772 | 0.9630 | 0.9372 | 0.9768 | 0.9660 | 0.8068 | 0.9744 | 0.9690 | 0.9320 | 0.9708 | ||
0.9705 | 0.8300 | 0.9776 | 0.9610 | 0.9468 | 0.9764 | 0.9680 | 0.7800 | 0.9732 | 0.9695 | 0.9428 | 0.9708 | ||
0.9700 | 0.8156 | 0.9752 | 0.9620 | 0.9520 | 0.9768 | 0.9670 | 0.7604 | 0.9724 | 0.9685 | 0.9492 | 0.9696 | ||
0.9700 | 0.8272 | 0.9772 | 0.9610 | 0.9476 | 0.9756 | 0.9675 | 0.7748 | 0.9728 | 0.9695 | 0.9452 | 0.9704 |
表 3
五个总体时六种Bootstrap置信区间的模拟覆盖概率"
(λ1, λ2, λ3, λ4, λ5) = (3, 3, 4, 4, 5) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.8720 | 0.8332 | 0.8700 | 0.9600 | 0.9280 | 0.9596 | 0.9210 | 0.8760 | 0.9220 | 0.9655 | 0.9220 | 0.9664 | |
0.8690 | 0.8368 | 0.8664 | 0.9545 | 0.9144 | 0.9560 | 0.9190 | 0.8836 | 0.9192 | 0.9615 | 0.9148 | 0.9656 | ||
0.8670 | 0.8412 | 0.8644 | 0.9500 | 0.9088 | 0.9544 | 0.9165 | 0.8868 | 0.9188 | 0.9635 | 0.9112 | 0.9660 | ||
0.8655 | 0.8440 | 0.8632 | 0.9525 | 0.9196 | 0.9552 | 0.9175 | 0.8900 | 0.9168 | 0.9640 | 0.9228 | 0.9648 | ||
0.8595 | 0.8504 | 0.8644 | 0.9500 | 0.9280 | 0.9516 | 0.9135 | 0.8948 | 0.9144 | 0.9645 | 0.9224 | 0.9636 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9300 | 0.8784 | 0.9352 | 0.9630 | 0.9132 | 0.9728 | 0.9405 | 0.8888 | 0.9400 | 0.9535 | 0.9016 | 0.9608 | |
0.9290 | 0.8896 | 0.9324 | 0.9650 | 0.9056 | 0.9712 | 0.9390 | 0.8988 | 0.9388 | 0.9545 | 0.8796 | 0.9624 | ||
0.9270 | 0.8964 | 0.9316 | 0.9655 | 0.8936 | 0.9700 | 0.9395 | 0.9032 | 0.9396 | 0.9625 | 0.8632 | 0.9644 | ||
0.9260 | 0.8996 | 0.9316 | 0.9635 | 0.9152 | 0.9704 | 0.9390 | 0.9084 | 0.9376 | 0.9615 | 0.8916 | 0.9648 | ||
0.9240 | 0.9096 | 0.9296 | 0.9640 | 0.9164 | 0.9712 | 0.9380 | 0.9164 | 0.9344 | 0.9615 | 0.8964 | 0.9652 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9480 | 0.8772 | 0.9444 | 0.9660 | 0.9040 | 0.9672 | 0.9450 | 0.8688 | 0.9380 | 0.9630 | 0.8732 | 0.9640 | |
0.9480 | 0.8844 | 0.9440 | 0.9670 | 0.8788 | 0.9700 | 0.9445 | 0.8780 | 0.9376 | 0.9580 | 0.8484 | 0.9620 | ||
0.9455 | 0.8976 | 0.9420 | 0.9680 | 0.8588 | 0.9692 | 0.9420 | 0.8944 | 0.9376 | 0.9565 | 0.8328 | 0.9572 | ||
0.9445 | 0.9048 | 0.9416 | 0.9685 | 0.8896 | 0.9692 | 0.9410 | 0.9016 | 0.9364 | 0.9565 | 0.8708 | 0.9580 | ||
0.9450 | 0.9152 | 0.9412 | 0.9640 | 0.8928 | 0.9684 | 0.9410 | 0.9096 | 0.9364 | 0.9590 | 0.8816 | 0.9588 | ||
(λ1, λ2, λ3, λ4, λ5) = (4, 4, 5, 5, 6) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9250 | 0.8764 | 0.9248 | 0.9645 | 0.9248 | 0.9668 | 0.9535 | 0.8948 | 0.9568 | 0.9695 | 0.9172 | 0.9740 | |
0.9235 | 0.8808 | 0.9232 | 0.9575 | 0.9096 | 0.9616 | 0.9530 | 0.9016 | 0.9552 | 0.9680 | 0.9088 | 0.9740 | ||
0.9220 | 0.8900 | 0.9216 | 0.9565 | 0.9012 | 0.9608 | 0.9505 | 0.9124 | 0.9532 | 0.9710 | 0.9036 | 0.9736 | ||
0.9195 | 0.8940 | 0.9212 | 0.9575 | 0.9144 | 0.9604 | 0.9515 | 0.9168 | 0.9516 | 0.9685 | 0.9164 | 0.9720 | ||
0.9160 | 0.9016 | 0.9212 | 0.9570 | 0.9188 | 0.9588 | 0.9500 | 0.9252 | 0.9516 | 0.9705 | 0.9188 | 0.9720 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9540 | 0.8812 | 0.9608 | 0.9675 | 0.9052 | 0.9756 | 0.9555 | 0.8800 | 0.9596 | 0.9620 | 0.8912 | 0.9720 | |
0.9545 | 0.8968 | 0.9612 | 0.9700 | 0.8960 | 0.9780 | 0.9565 | 0.8924 | 0.9588 | 0.9580 | 0.8700 | 0.9672 | ||
0.9525 | 0.9076 | 0.9596 | 0.9710 | 0.8836 | 0.9764 | 0.9545 | 0.9072 | 0.9572 | 0.9645 | 0.8496 | 0.9680 | ||
0.9490 | 0.9140 | 0.9568 | 0.9700 | 0.9096 | 0.9772 | 0.9530 | 0.9156 | 0.9568 | 0.9640 | 0.8808 | 0.9704 | ||
0.9450 | 0.9288 | 0.9564 | 0.9705 | 0.9076 | 0.9772 | 0.9530 | 0.9272 | 0.9536 | 0.9650 | 0.8880 | 0.9708 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9655 | 0.8628 | 0.9640 | 0.9695 | 0.8952 | 0.9692 | 0.9545 | 0.8284 | 0.9536 | 0.9645 | 0.8544 | 0.9684 | |
0.9640 | 0.8712 | 0.9632 | 0.9720 | 0.8648 | 0.9736 | 0.9540 | 0.8524 | 0.9532 | 0.9600 | 0.8264 | 0.9624 | ||
0.9625 | 0.8948 | 0.9632 | 0.9715 | 0.8472 | 0.9748 | 0.9535 | 0.8780 | 0.9516 | 0.9580 | 0.8032 | 0.9584 | ||
0.9625 | 0.9080 | 0.9620 | 0.9715 | 0.8752 | 0.9748 | 0.9530 | 0.8892 | 0.9528 | 0.9590 | 0.8532 | 0.9596 | ||
0.9610 | 0.9256 | 0.9608 | 0.9690 | 0.8792 | 0.9744 | 0.9515 | 0.9064 | 0.9504 | 0.9570 | 0.8632 | 0.9608 | ||
(λ1, λ2, λ3, λ4, λ5) = (7, 7, 8, 8, 9) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9615 | 0.9072 | 0.9656 | 0.9710 | 0.9228 | 0.9756 | 0.9740 | 0.9080 | 0.9764 | 0.9770 | 0.9176 | 0.9808 | |
0.9595 | 0.9152 | 0.9644 | 0.9680 | 0.9060 | 0.9712 | 0.9725 | 0.9172 | 0.9760 | 0.9760 | 0.9100 | 0.9804 | ||
0.9585 | 0.9236 | 0.9616 | 0.9665 | 0.8972 | 0.9684 | 0.9710 | 0.9308 | 0.9752 | 0.9765 | 0.9048 | 0.9800 | ||
0.9575 | 0.9308 | 0.9624 | 0.9660 | 0.9120 | 0.9692 | 0.9690 | 0.9400 | 0.9732 | 0.9770 | 0.9156 | 0.9800 | ||
0.9560 | 0.9372 | 0.9620 | 0.9655 | 0.9132 | 0.9700 | 0.9670 | 0.9516 | 0.9716 | 0.9755 | 0.9168 | 0.9792 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9750 | 0.8956 | 0.9800 | 0.9755 | 0.9016 | 0.9820 | 0.9735 | 0.8924 | 0.9764 | 0.9675 | 0.8852 | 0.9780 | |
0.9735 | 0.9104 | 0.9792 | 0.9765 | 0.8888 | 0.9828 | 0.9735 | 0.9064 | 0.9768 | 0.9670 | 0.8664 | 0.9792 | ||
0.9705 | 0.9268 | 0.9796 | 0.9750 | 0.8796 | 0.9820 | 0.9725 | 0.9252 | 0.9756 | 0.9725 | 0.8432 | 0.9780 | ||
0.9695 | 0.9356 | 0.9800 | 0.9745 | 0.9040 | 0.9816 | 0.9715 | 0.9328 | 0.9740 | 0.9725 | 0.8752 | 0.9788 | ||
0.9670 | 0.9532 | 0.9780 | 0.9750 | 0.9048 | 0.9816 | 0.9695 | 0.9436 | 0.9732 | 0.9725 | 0.8796 | 0.9808 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.9780 | 0.8640 | 0.9800 | 0.9735 | 0.8916 | 0.9748 | 0.9720 | 0.8320 | 0.9764 | 0.9635 | 0.8320 | 0.9732 | |
0.9775 | 0.8808 | 0.9800 | 0.9735 | 0.8584 | 0.9768 | 0.9715 | 0.8580 | 0.9756 | 0.9660 | 0.8120 | 0.9696 | ||
0.9770 | 0.9100 | 0.9792 | 0.9760 | 0.8352 | 0.9800 | 0.9705 | 0.8940 | 0.9748 | 0.9630 | 0.7788 | 0.9680 | ||
0.9760 | 0.9244 | 0.9792 | 0.9765 | 0.8652 | 0.9812 | 0.9700 | 0.9148 | 0.9736 | 0.9635 | 0.8380 | 0.9692 | ||
0.9760 | 0.9448 | 0.9776 | 0.9760 | 0.8648 | 0.9800 | 0.9705 | 0.9316 | 0.9728 | 0.9620 | 0.8496 | 0.9692 |
表 4
两个总体时六种Bootstrap置信区间的模拟区间长度"
(λ1, λ2) = (3, 4) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.0411 | 0.0221 | 0.0154 | 1.2987 | 1.0654 | 0.6986 | 0.0275 | 0.0201 | 0.0137 | 1.0710 | 0.9018 | 0.5738 | |
0.1802 | 0.1991 | 0.1384 | 4.9169 | 6.6592 | 4.3665 | 0.1553 | 0.1808 | 0.1236 | 4.1442 | 5.6363 | 3.5863 | ||
0.4284 | 0.5529 | 0.3845 | 13.9794 | 17.0478 | 11.1784 | 0.4068 | 0.5022 | 0.3360 | 10.8372 | 14.4292 | 9.1810 | ||
0.8817 | 1.0838 | 0.7537 | 36.8349 | 52.2064 | 34.2320 | 0.8903 | 0.9845 | 0.6729 | 32.5810 | 44.1873 | 28.1151 | ||
1.3595 | 1.7916 | 1.2460 | 74.1995 | 106.5424 | 69.8603 | 1.4416 | 1.6275 | 1.1124 | 61.4367 | 90.1772 | 57.3771 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.0252 | 0.0171 | 0.0112 | 0.8519 | 0.7178 | 0.4647 | 0.0383 | 0.0129 | 0.0083 | 0.5550 | 0.5160 | 0.3071 | |
0.1485 | 0.1539 | 0.1009 | 3.2747 | 4.4861 | 2.9044 | 0.1147 | 0.1164 | 0.0746 | 2.5189 | 3.2254 | 1.9195 | ||
0.3626 | 0.4274 | 0.2802 | 9.6313 | 11.4847 | 7.4355 | 0.2774 | 0.3235 | 0.2072 | 6.4404 | 8.2571 | 4.9140 | ||
0.5683 | 0.8377 | 0.5493 | 26.9447 | 35.1702 | 22.7699 | 0.5835 | 0.6340 | 0.4062 | 21.0352 | 25.2859 | 15.0482 | ||
1.2108 | 1.3848 | 0.9080 | 48.5261 | 71.7750 | 46.4686 | 0.8832 | 1.0481 | 0.6715 | 32.1665 | 51.6033 | 30.7102 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.0336 | 0.0110 | 0.0068 | 0.6014 | 0.3940 | 0.2379 | 0.0345 | 0.0092 | 0.0056 | 0.4908 | 0.3422 | 0.2053 | |
0.0935 | 0.0986 | 0.0615 | 1.8589 | 2.4626 | 1.4867 | 0.1076 | 0.0826 | 0.0503 | 1.7424 | 2.1391 | 1.2834 | ||
0.2080 | 0.2740 | 0.1708 | 5.7627 | 6.3043 | 3.8061 | 0.2012 | 0.2295 | 0.1397 | 5.5726 | 5.4763 | 3.2856 | ||
0.4737 | 0.5371 | 0.3349 | 13.8291 | 19.3065 | 11.6555 | 0.3902 | 0.4499 | 0.2739 | 13.5280 | 16.7701 | 10.0614 | ||
0.8088 | 0.8878 | 0.5536 | 27.4740 | 39.4007 | 23.7863 | 0.6367 | 0.7437 | 0.4527 | 21.7438 | 34.2241 | 20.5332 | ||
(λ1, λ2) = (5, 6) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.0394 | 0.0210 | 0.0138 | 1.2360 | 1.0023 | 0.6375 | 0.0255 | 0.0183 | 0.0118 | 0.9932 | 0.8023 | 0.5009 | |
0.1646 | 0.1887 | 0.1243 | 4.5252 | 6.2645 | 3.9848 | 0.1372 | 0.1645 | 0.1064 | 3.6578 | 5.0143 | 3.1310 | ||
0.3848 | 0.5242 | 0.3452 | 12.9767 | 16.0372 | 10.2012 | 0.3566 | 0.4568 | 0.2956 | 9.5920 | 12.8368 | 8.0154 | ||
0.7964 | 1.0275 | 0.6766 | 33.7643 | 49.1118 | 31.2397 | 0.7917 | 0.8955 | 0.5795 | 28.7679 | 39.3111 | 24.5460 | ||
1.2185 | 1.6985 | 1.1185 | 67.9331 | 100.2271 | 63.7537 | 1.2786 | 1.4804 | 0.9579 | 53.6549 | 80.2260 | 50.0932 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.0228 | 0.0143 | 0.0089 | 0.7857 | 0.6215 | 0.3957 | 0.0361 | 0.0098 | 0.0061 | 0.5066 | 0.4393 | 0.2632 | |
0.1275 | 0.1287 | 0.0803 | 2.8605 | 3.8848 | 2.4733 | 0.0952 | 0.0879 | 0.0545 | 2.2166 | 2.7457 | 1.6448 | ||
0.3042 | 0.3575 | 0.2231 | 8.5709 | 9.9451 | 6.3316 | 0.2233 | 0.2441 | 0.1515 | 5.6665 | 7.0291 | 4.2107 | ||
0.4537 | 0.7008 | 0.4373 | 23.6974 | 30.4554 | 19.3897 | 0.4774 | 0.4785 | 0.2969 | 18.6652 | 21.5255 | 12.8946 | ||
1.0214 | 1.1585 | 0.7229 | 41.8990 | 62.1532 | 39.5704 | 0.7079 | 0.7911 | 0.4908 | 27.3300 | 43.9289 | 26.3153 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.0319 | 0.0080 | 0.0049 | 0.5740 | 0.3437 | 0.2114 | 0.0331 | 0.0068 | 0.0042 | 0.4703 | 0.3005 | 0.1874 | |
0.0777 | 0.0724 | 0.0444 | 1.6875 | 2.1483 | 1.3215 | 0.0953 | 0.0616 | 0.0375 | 1.6146 | 1.8781 | 1.1713 | ||
0.1642 | 0.2010 | 0.1233 | 5.3241 | 5.4997 | 3.3830 | 0.1670 | 0.1712 | 0.1042 | 5.2454 | 4.8079 | 2.9985 | ||
0.3879 | 0.3939 | 0.2416 | 12.4861 | 16.8425 | 10.3598 | 0.3232 | 0.3355 | 0.2043 | 12.5257 | 14.7231 | 9.1822 | ||
0.6670 | 0.6512 | 0.3994 | 24.7334 | 34.3722 | 21.1422 | 0.5259 | 0.5546 | 0.3377 | 19.6984 | 30.0466 | 18.7387 | ||
(λ1, λ2) = (8, 9) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.0386 | 0.0204 | 0.0131 | 1.2039 | 0.9676 | 0.6056 | 0.0246 | 0.0174 | 0.0109 | 0.9618 | 0.7591 | 0.4681 | |
0.1578 | 0.1837 | 0.1180 | 4.3248 | 6.0474 | 3.7849 | 0.1297 | 0.1563 | 0.0984 | 3.4612 | 4.7443 | 2.9255 | ||
0.3660 | 0.5103 | 0.3279 | 12.4635 | 15.4815 | 9.6895 | 0.3357 | 0.4342 | 0.2733 | 9.0888 | 12.1456 | 7.4894 | ||
0.7595 | 1.0002 | 0.6427 | 32.1929 | 47.4100 | 29.6727 | 0.7508 | 0.8511 | 0.5357 | 27.2271 | 37.1946 | 22.9350 | ||
1.1574 | 1.6535 | 1.0625 | 64.7261 | 96.7542 | 60.5558 | 1.2110 | 1.4069 | 0.8856 | 50.5105 | 75.9066 | 46.8056 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.0219 | 0.0131 | 0.0080 | 0.7570 | 0.5777 | 0.3643 | 0.0355 | 0.0088 | 0.0054 | 0.4892 | 0.4095 | 0.2485 | |
0.1190 | 0.1178 | 0.0721 | 2.6816 | 3.6109 | 2.2768 | 0.0897 | 0.0788 | 0.0486 | 2.1073 | 2.5595 | 1.5533 | ||
0.2806 | 0.3272 | 0.2004 | 8.1129 | 9.2440 | 5.8287 | 0.2080 | 0.2188 | 0.1351 | 5.3869 | 6.5525 | 3.9764 | ||
0.4076 | 0.6413 | 0.3927 | 22.2950 | 28.3083 | 17.8497 | 0.4473 | 0.4288 | 0.2648 | 17.8090 | 20.0658 | 12.1772 | ||
0.9453 | 1.0601 | 0.6492 | 39.0370 | 57.7713 | 36.4275 | 0.6581 | 0.7089 | 0.4378 | 25.5826 | 40.9500 | 24.8510 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.0314 | 0.0072 | 0.0045 | 0.5646 | 0.3261 | 0.2034 | 0.0329 | 0.0063 | 0.0039 | 0.4632 | 0.2855 | 0.1814 | |
0.0738 | 0.0651 | 0.0404 | 1.6289 | 2.0381 | 1.2713 | 0.0928 | 0.0564 | 0.0347 | 1.5702 | 1.7846 | 1.1336 | ||
0.1535 | 0.1809 | 0.1123 | 5.1740 | 5.2176 | 3.2545 | 0.1599 | 0.1566 | 0.0965 | 5.1318 | 4.5686 | 2.9020 | ||
0.3669 | 0.3546 | 0.2201 | 12.0263 | 15.9787 | 9.9664 | 0.3092 | 0.3069 | 0.1891 | 12.1779 | 13.9902 | 8.8866 | ||
0.6322 | 0.5862 | 0.3639 | 23.7951 | 32.6094 | 20.3393 | 0.5028 | 0.5073 | 0.3126 | 18.9885 | 28.5507 | 18.1355 |
表 5
三个总体时六种Bootstrap置信区间的模拟区间长度"
(λ1, λ2, λ3) = (3, 3, 4) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.1558 | 0.1979 | 0.1365 | 4.3721 | 6.2373 | 4.0877 | 0.1325 | 0.1794 | 0.1215 | 3.7023 | 5.2625 | 3.3734 | |
0.3006 | 0.3512 | 0.2418 | 7.7139 | 11.0764 | 7.2551 | 0.2495 | 0.3182 | 0.2154 | 6.4917 | 9.3478 | 5.9910 | ||
0.4433 | 0.5465 | 0.3751 | 13.3325 | 17.2881 | 11.3168 | 0.4046 | 0.4949 | 0.3343 | 12.2296 | 14.5935 | 9.3507 | ||
1.0154 | 1.0665 | 0.7290 | 26.7962 | 33.8652 | 22.1617 | 0.7806 | 0.9649 | 0.6497 | 24.4722 | 28.5907 | 18.3170 | ||
1.5271 | 1.7688 | 1.2130 | 40.0428 | 56.0040 | 36.6571 | 1.3446 | 1.6015 | 1.0812 | 35.8804 | 47.2769 | 30.2912 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.1100 | 0.1527 | 0.0994 | 3.0012 | 3.9181 | 2.4516 | 0.0906 | 0.1159 | 0.0733 | 2.3937 | 3.0532 | 1.8877 | |
0.2372 | 0.2708 | 0.1761 | 4.7556 | 6.9595 | 4.3525 | 0.1882 | 0.2057 | 0.1300 | 3.8212 | 5.4245 | 3.3539 | ||
0.3379 | 0.4209 | 0.2729 | 9.1752 | 10.8646 | 6.7914 | 0.2753 | 0.3204 | 0.2019 | 6.8204 | 8.4705 | 5.2370 | ||
0.5451 | 0.8201 | 0.5295 | 16.6665 | 21.2852 | 13.3020 | 0.5376 | 0.6261 | 0.3929 | 12.8209 | 16.5977 | 10.2607 | ||
1.2405 | 1.3619 | 0.8823 | 25.6048 | 35.1967 | 21.9996 | 0.8750 | 1.0374 | 0.6532 | 19.8941 | 27.4422 | 16.9660 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.0770 | 0.0981 | 0.0608 | 1.9892 | 2.3561 | 1.4262 | 0.0687 | 0.0822 | 0.0494 | 1.8176 | 2.0390 | 1.2296 | ||
0.1658 | 0.1740 | 0.1077 | 2.8175 | 4.1868 | 2.5327 | 0.1298 | 0.1459 | 0.0875 | 2.7334 | 3.6225 | 2.1837 | ||
0.2416 | 0.2708 | 0.1668 | 5.6525 | 6.5386 | 3.9525 | 0.1859 | 0.2270 | 0.1356 | 5.1862 | 5.6567 | 3.4092 | ||
0.4589 | 0.5281 | 0.3235 | 10.3481 | 12.8113 | 7.7421 | 0.4102 | 0.4424 | 0.2631 | 10.0297 | 11.0841 | 6.6801 | ||
0.8659 | 0.8764 | 0.5392 | 13.4808 | 21.1830 | 12.8039 | 0.6102 | 0.7345 | 0.4385 | 14.6270 | 18.3261 | 11.0449 | ||
(λ1, λ2, λ3) = (5, 5, 6) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.1407 | 0.1878 | 0.1222 | 4.0248 | 5.8983 | 3.7440 | 0.1151 | 0.1632 | 0.1041 | 3.2368 | 4.6661 | 2.9283 | |
0.2739 | 0.3332 | 0.2165 | 7.0974 | 10.4754 | 6.6448 | 0.2185 | 0.2894 | 0.1845 | 5.6653 | 8.2891 | 5.2006 | ||
0.4017 | 0.5182 | 0.3357 | 12.3715 | 16.3519 | 10.3646 | 0.3563 | 0.4498 | 0.2864 | 10.9406 | 12.9415 | 8.1174 | ||
0.9341 | 1.0101 | 0.6519 | 24.9148 | 32.0333 | 20.2967 | 0.6866 | 0.8763 | 0.5565 | 21.9479 | 25.3549 | 15.9014 | ||
1.3924 | 1.6771 | 1.0854 | 36.9300 | 52.9723 | 33.5725 | 1.1886 | 1.4554 | 0.9262 | 31.7051 | 41.9254 | 26.2962 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.0887 | 0.1279 | 0.0788 | 2.6180 | 3.3553 | 2.0751 | 0.0700 | 0.0875 | 0.0532 | 2.1090 | 2.6020 | 1.6216 | |
0.1993 | 0.2269 | 0.1396 | 4.0753 | 5.9608 | 3.6841 | 0.1517 | 0.1552 | 0.0943 | 3.3151 | 4.6228 | 2.8811 | ||
0.2792 | 0.3524 | 0.2163 | 8.1131 | 9.3072 | 5.7488 | 0.2185 | 0.2419 | 0.1463 | 6.0298 | 7.2186 | 4.4990 | ||
0.4309 | 0.6860 | 0.4192 | 14.5853 | 18.2361 | 11.2604 | 0.4269 | 0.4728 | 0.2844 | 11.2715 | 14.1454 | 8.8144 | ||
1.0506 | 1.1400 | 0.6993 | 22.1638 | 30.1523 | 18.6226 | 0.6914 | 0.7832 | 0.4732 | 17.3326 | 23.3868 | 14.5749 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.0593 | 0.0720 | 0.0437 | 1.8513 | 2.0602 | 1.2781 | 0.0558 | 0.0614 | 0.0369 | 1.7059 | 1.8071 | 1.1257 | |
0.1345 | 0.1277 | 0.0774 | 2.5730 | 3.6615 | 2.2697 | 0.1069 | 0.1089 | 0.0654 | 2.5355 | 3.2111 | 1.9992 | ||
0.1932 | 0.1988 | 0.1197 | 5.2713 | 5.7193 | 3.5423 | 0.1503 | 0.1695 | 0.1013 | 4.8778 | 5.0149 | 3.1219 | ||
0.3651 | 0.3879 | 0.2319 | 9.6019 | 11.2065 | 6.9387 | 0.3410 | 0.3304 | 0.1963 | 9.4261 | 9.8271 | 6.1179 | ||
0.7096 | 0.6436 | 0.3869 | 12.2461 | 18.5292 | 11.4749 | 0.4951 | 0.5484 | 0.3276 | 13.6283 | 16.2471 | 10.1146 | ||
(λ1, λ2, λ3) = (6, 8, 9) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.1374 | 0.1851 | 0.1190 | 3.8328 | 5.6934 | 3.5617 | 0.1115 | 0.1595 | 0.1006 | 3.0461 | 4.4063 | 2.7456 | |
0.2679 | 0.3283 | 0.2107 | 6.7565 | 10.1120 | 6.3209 | 0.2122 | 0.2828 | 0.1783 | 5.3267 | 7.8279 | 4.8761 | ||
0.3922 | 0.5104 | 0.3265 | 11.8395 | 15.7855 | 9.8587 | 0.3464 | 0.4395 | 0.2767 | 10.4123 | 12.2221 | 7.6110 | ||
0.9154 | 0.9943 | 0.6336 | 23.8733 | 30.9242 | 19.3057 | 0.6669 | 0.8558 | 0.5375 | 20.9130 | 23.9460 | 14.9098 | ||
1.3617 | 1.6516 | 1.0557 | 35.2072 | 51.1376 | 31.9339 | 1.1564 | 1.4220 | 0.8948 | 29.9936 | 39.5952 | 24.6560 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.0846 | 0.1226 | 0.0748 | 2.4665 | 3.1207 | 1.9302 | 0.0671 | 0.0827 | 0.0503 | 2.0203 | 2.4502 | 1.5399 | |
0.1922 | 0.2175 | 0.1324 | 3.8063 | 5.5448 | 3.4270 | 0.1465 | 0.1468 | 0.0890 | 3.1575 | 4.3532 | 2.7361 | ||
0.2680 | 0.3377 | 0.2051 | 7.6932 | 8.6588 | 5.3476 | 0.2104 | 0.2286 | 0.1381 | 5.7836 | 6.7979 | 4.2725 | ||
0.4091 | 0.6571 | 0.3973 | 13.7625 | 16.9670 | 10.4745 | 0.4109 | 0.4466 | 0.2685 | 10.7888 | 13.3214 | 8.3705 | ||
1.0145 | 1.0923 | 0.6630 | 20.8033 | 28.0523 | 17.3230 | 0.6651 | 0.7403 | 0.4467 | 16.5347 | 22.0240 | 13.8411 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
| 0.0571 | 0.0680 | 0.0415 | 1.8026 | 1.9617 | 1.2330 | 0.0543 | 0.0586 | 0.0355 | 1.6661 | 1.7271 | 1.0921 | |
0.1306 | 0.1207 | 0.0734 | 2.4866 | 3.4866 | 2.1896 | 0.1043 | 0.1040 | 0.0630 | 2.4648 | 3.0692 | 1.9394 | ||
0.1871 | 0.1879 | 0.1136 | 5.1367 | 5.4466 | 3.4172 | 0.1462 | 0.1618 | 0.0976 | 4.7677 | 4.7936 | 3.0287 | ||
0.3531 | 0.3666 | 0.2198 | 9.3385 | 10.6722 | 6.6937 | 0.3329 | 0.3155 | 0.1889 | 9.2105 | 9.3939 | 5.9356 | ||
0.6897 | 0.6083 | 0.3669 | 11.8101 | 17.6458 | 11.0699 | 0.4818 | 0.5237 | 0.3154 | 13.2715 | 15.5304 | 9.8127 |
表 6
五个总体时六种Bootstrap置信区间的模拟区间长度"
(λ1, λ2, λ3, λ4, λ5) = (3, 3, 4, 4, 5) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.1557 | 0.1978 | 0.1363 | 3.4939 | 4.6909 | 3.2412 | 0.1216 | 0.1617 | 0.1078 | 2.8773 | 3.4579 | 2.3837 | ||
0.2734 | 0.3518 | 0.2424 | 8.2839 | 11.5465 | 7.9518 | 0.2131 | 0.2876 | 0.1917 | 6.2643 | 8.7179 | 5.9407 | ||
0.4387 | 0.5513 | 0.3804 | 17.0336 | 22.4545 | 15.4017 | 0.3928 | 0.4504 | 0.3005 | 13.6951 | 17.0843 | 11.6810 | ||
1.0438 | 1.0821 | 0.7472 | 29.4770 | 38.7087 | 26.8397 | 0.7844 | 0.8838 | 0.5901 | 25.7350 | 29.3646 | 20.3567 | ||
1.4713 | 1.7906 | 1.2372 | 44.0148 | 60.0451 | 41.9806 | 1.2714 | 1.4625 | 0.9766 | 37.1142 | 45.4880 | 31.8257 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.1027 | 0.1398 | 0.0902 | 2.5296 | 2.8396 | 1.9479 | 0.0935 | 0.1159 | 0.0733 | 1.8318 | 2.4289 | 1.6117 | ||
0.2213 | 0.2485 | 0.1604 | 5.2675 | 7.0858 | 4.7783 | 0.1706 | 0.2060 | 0.1304 | 4.2271 | 5.9759 | 3.9423 | ||
0.3330 | 0.3895 | 0.2515 | 10.8420 | 13.8792 | 9.3431 | 0.2479 | 0.3226 | 0.2044 | 9.5049 | 11.5423 | 7.6441 | ||
0.5100 | 0.7648 | 0.4939 | 21.4102 | 24.0453 | 16.3943 | 0.5928 | 0.6331 | 0.4013 | 17.7956 | 20.1387 | 13.4950 | ||
0.9985 | 1.2659 | 0.8175 | 26.7238 | 37.3193 | 25.6653 | 0.8089 | 1.0476 | 0.6642 | 22.7187 | 31.3854 | 21.2205 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.0822 | 0.1093 | 0.0687 | 1.7325 | 2.0830 | 1.3409 | 0.0628 | 0.0822 | 0.0494 | 1.6502 | 1.6998 | 1.0693 | ||
0.1728 | 0.1943 | 0.1221 | 3.6881 | 5.0325 | 3.3183 | 0.1143 | 0.1462 | 0.0879 | 3.3868 | 4.1695 | 2.6306 | ||
0.2729 | 0.3044 | 0.1915 | 8.6829 | 9.8244 | 6.4719 | 0.1815 | 0.2290 | 0.1378 | 8.1659 | 8.2079 | 5.2124 | ||
0.5130 | 0.5974 | 0.3761 | 16.8130 | 17.2494 | 11.4077 | 0.4510 | 0.4493 | 0.2705 | 14.5028 | 14.2889 | 9.0520 | ||
0.7733 | 0.9888 | 0.6224 | 24.5885 | 26.9702 | 17.9168 | 0.5895 | 0.7434 | 0.4476 | 16.8295 | 22.2257 | 14.1171 | ||
(λ1, λ2, λ3, λ4, λ5) = (4, 4, 5, 5, 6) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.1462 | 0.1915 | 0.1272 | 3.2911 | 4.4496 | 3.0456 | 0.1088 | 0.1479 | 0.0948 | 2.7034 | 3.2557 | 2.2115 | ||
0.2565 | 0.3406 | 0.2263 | 7.8440 | 11.0346 | 7.5213 | 0.1904 | 0.2630 | 0.1686 | 5.8552 | 8.2163 | 5.5371 | ||
0.4124 | 0.5337 | 0.3552 | 16.2008 | 21.4728 | 14.5817 | 0.3571 | 0.4118 | 0.2644 | 12.8877 | 16.0774 | 10.8849 | ||
0.9921 | 1.0475 | 0.6977 | 27.9733 | 36.9794 | 25.3735 | 0.7145 | 0.8081 | 0.5192 | 24.2983 | 27.6426 | 18.9434 | ||
1.3857 | 1.7332 | 1.1552 | 41.6062 | 57.3327 | 39.6393 | 1.1556 | 1.3371 | 0.8594 | 34.8158 | 42.8044 | 29.5654 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.0880 | 0.1214 | 0.0758 | 2.3754 | 2.6513 | 1.7957 | 0.0791 | 0.0964 | 0.0591 | 1.7105 | 2.2721 | 1.4887 | ||
0.1951 | 0.2159 | 0.1348 | 4.9387 | 6.6647 | 4.4483 | 0.1449 | 0.1714 | 0.1051 | 3.9676 | 5.6446 | 3.6908 | ||
0.2919 | 0.3383 | 0.2114 | 10.1844 | 13.0444 | 8.6890 | 0.2077 | 0.2684 | 0.1648 | 8.9952 | 10.9070 | 7.1541 | ||
0.4294 | 0.6643 | 0.4151 | 20.2033 | 22.5874 | 15.1945 | 0.5139 | 0.5266 | 0.3234 | 16.8518 | 19.0010 | 12.5837 | ||
0.8652 | 1.0995 | 0.6871 | 24.7762 | 35.0130 | 23.7310 | 0.6784 | 0.8714 | 0.5352 | 21.1760 | 29.5517 | 19.7318 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.0696 | 0.0912 | 0.0561 | 1.6539 | 1.9649 | 1.2599 | 0.0532 | 0.0672 | 0.0400 | 1.6002 | 1.6103 | 1.0197 | ||
0.1504 | 0.1622 | 0.0998 | 3.5044 | 4.7685 | 3.1352 | 0.0973 | 0.1195 | 0.0712 | 3.2736 | 3.9771 | 2.5161 | ||
0.2378 | 0.2540 | 0.1565 | 8.3027 | 9.2860 | 6.0901 | 0.1548 | 0.1872 | 0.1116 | 7.9416 | 7.8271 | 4.9874 | ||
0.4440 | 0.4984 | 0.3073 | 16.1106 | 16.2937 | 10.7029 | 0.3986 | 0.3673 | 0.2191 | 14.0896 | 13.6050 | 8.6378 | ||
0.6591 | 0.8249 | 0.5084 | 23.4391 | 25.4566 | 16.7651 | 0.5028 | 0.6077 | 0.3626 | 16.1526 | 21.1227 | 13.4314 | ||
(λ1, λ2, λ3, λ4, λ5) = (7, 7, 8, 8, 9) | |||||||||||||
N1 | N2 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.1355 | 0.1836 | 0.1170 | 3.0581 | 4.1632 | 2.8178 | 0.0949 | 0.1315 | 0.0811 | 2.5129 | 3.0279 | 2.0208 | ||
0.2374 | 0.3266 | 0.2081 | 7.3303 | 10.4187 | 7.0135 | 0.1657 | 0.2338 | 0.1442 | 5.4125 | 7.6619 | 5.1002 | ||
0.3824 | 0.5116 | 0.3267 | 15.2237 | 20.2877 | 13.6218 | 0.3185 | 0.3661 | 0.2264 | 11.9978 | 14.9555 | 10.0096 | ||
0.9334 | 1.0040 | 0.6417 | 26.2275 | 34.9196 | 23.6569 | 0.6387 | 0.7184 | 0.4446 | 22.7218 | 25.7450 | 17.3886 | ||
1.2886 | 1.6610 | 1.0626 | 38.8013 | 54.0965 | 36.9026 | 1.0302 | 1.1885 | 0.7359 | 32.3204 | 39.8907 | 27.1060 | ||
N3 | N4 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.0747 | 0.1028 | 0.0627 | 2.2214 | 2.4616 | 1.6481 | 0.0685 | 0.0801 | 0.0486 | 1.5998 | 2.1215 | 1.3816 | ||
0.1715 | 0.1827 | 0.1114 | 4.6076 | 6.2369 | 4.1287 | 0.1260 | 0.1424 | 0.0865 | 3.7212 | 5.3159 | 3.4558 | ||
0.2548 | 0.2864 | 0.1748 | 9.5321 | 12.1893 | 8.0624 | 0.1780 | 0.2230 | 0.1356 | 8.5029 | 10.2646 | 6.6820 | ||
0.3566 | 0.5624 | 0.3432 | 18.9937 | 21.1033 | 14.0387 | 0.4556 | 0.4376 | 0.2662 | 15.9378 | 17.8566 | 11.7123 | ||
0.7446 | 0.9308 | 0.5684 | 22.8372 | 32.6800 | 21.8718 | 0.5819 | 0.7240 | 0.4405 | 19.6857 | 27.7385 | 18.3212 | ||
N5 | N6 | ||||||||||||
Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | Zmple | Zmle | Zmm | Tmple | Tmle | Tmm | ||
0.0593 | 0.0757 | 0.0464 | 1.5813 | 1.8492 | 1.1884 | 0.0476 | 0.0571 | 0.0347 | 1.5523 | 1.5169 | 0.9747 | ||
0.1321 | 0.1346 | 0.0825 | 3.3250 | 4.5016 | 2.9623 | 0.0873 | 0.1015 | 0.0617 | 3.1667 | 3.7736 | 2.4147 | ||
0.2092 | 0.2109 | 0.1294 | 7.9352 | 8.7334 | 5.7341 | 0.1391 | 0.1589 | 0.0967 | 7.7241 | 7.4248 | 4.7839 | ||
0.3879 | 0.4137 | 0.2540 | 15.4452 | 15.3345 | 10.0587 | 0.3678 | 0.3118 | 0.1899 | 13.7053 | 12.8871 | 8.2708 | ||
0.5663 | 0.6848 | 0.4202 | 22.3662 | 23.9540 | 15.7304 | 0.4518 | 0.5158 | 0.3143 | 15.5373 | 19.9767 | 12.8403 |
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