数学物理学报 ›› 2005, Vol. 25 ›› Issue (1): 110-118.

• 论文 • 上一篇    下一篇

Logistic响应分布分位数的鞍点近似置信区间

 田玉斌, 张英, 李国英   

  1. 北京理工大学理学院数学系 北京 100081 中国科学院数学与系统科学研究院 北京 100080
  • 出版日期:2005-02-25 发布日期:2005-02-25
  • 基金资助:

    国家自然科学基金(10371126)资助

Saddlepoint Approximate Confidence Intervals for the pth Quantile of Logistic Response Distribution

 TIAN Yu-Bin, ZHANG Yang, LI Guo-Yang   

  1. 北京理工大学理学院数学系 北京 100081 中国科学院数学与系统科学研究院 北京 100080
  • Online:2005-02-25 Published:2005-02-25
  • Supported by:

    国家自然科学基金(10371126)资助

摘要:

论文基于响应数据,应用鞍点近似方法,给出构造Logistic响应分布分位数的近似置信区间的方法. 论文还对这种置信区间进行了模拟,并将该方法应用于QD8电雷管. 模拟和实例结果表明,当样本量较小时,该方法能够较好地推断Logistic响应分布的分位数

关键词: 响应分布;鞍点近似;置信区间;极大似然估计

Abstract:

For the pth quantile of Logistic response distribution, by using the saddlepoint approach, the method to construct the approximate confidence intervals is presented based on response data. A simulation for calculating these confidence intervals is conducted. The proposed approximation is also applied to a real data set of QD8 electric detonators. Results obtained from the simulation and application show that the method provides more precise inference for the p th quantile of Logistic response distribution with small sample sizes.

Key words: Response distribution; Saddlepoint approximation; Confidence intervals; Maximum likelihood estimator.

中图分类号: 

  • 62F25