Confidence Intervals Using C.L.T. and Delta method

• 발행기관: 한국자료분석학회
• 저자명: DaeHyeon Cho Kyungha Seok
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.5 No.3, 453~458쪽, 전체 6쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2003.09.30

영문 초록

In this paper, we study the confidence intervals in two distributions: uniform distribution with parameter θ and χ² -distribution with parameter r. We find two confidence intervals for the parameters in these distributions. One is the result of using variance stabilization(V. S.) and the other is that of using central limit theorem(C. L. T.). Simulation results show that the confidence intervals obtained by V. S. in case of χ² -distribution are better than those by C. L. T.

목차

1. Introduction

2. Main Results

3. Simulation Results

References

키워드

Confidence interval Uniform distribution χ² -distribution Central limit theorem Variance stabilization