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双参数指数分布的兴趣参数的广义置信区间

Generalized Confidence Intervals for Interest Parameters of the Two-Parameter Exponential Distribution

  • 摘要: 研究了双参数指数分布的分位数和可靠度函数的广义置信区间问题.首先利用广义枢轴量给出2个兴趣参数的广义置信区间,并证明了在频率意义下2个兴趣参数的广义置信区间具有实际的置信水平,最后通过实例对上述方法进行了数值模拟,结果验证了该方法的有效性.

     

    Abstract: In the report, the generalized confidence intervals for the percentile and the reliability function of the two-parameter exponential distribution were investigated. Firstly, the concept of generalized pivotal quantity was used to propose the generalized confidence intervals of two interest parameters. Secondly, under the sense of frequency, their exact confidence levels were proved. At last, the numerical simulation experiment was performed, and the results confirmed the validity of the method.

     

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