摘要
本文利用广义p值和广义置信区间理论,研究了两独立服从双参数指数分布产品平均寿命比率的统计推断问题.给出了平均寿命比率的广义置信区间,并对该区间的覆盖率和区间长度进行了数据模拟,模拟结果与已有文献中的近似置信区间进行了比较,结果显示本文给出的广义置信区间的区间覆盖率和区间长度都要优于近似置信区间,特别是在小样本的情况下.
Methods for interval estimation and hypothesis testing about the ratio of expected lifetimes of two independently distributed two-parameter exponential distribution based on the concept of generalized variable approach are proposed.As assessed by simulation,the coverage probabilities of the proposed approach are found to be very close to the nominal level even for small samples.The proposed new approaches are conceptually simple and are easy to use.Similar procedures are developed for constructing confidence intervals and hypothesis testing about the di？erence between means of two independent two-parameter exponential distribution.
出处
《应用概率统计》
CSCD
北大核心
2013年第1期87-96,共10页
Chinese Journal of Applied Probability and Statistics
基金
supported by the Youth Technology Research Foundation of Shanxi Province(2008021007)
the Natural Science Foundation of Shanxi Normal University(YZ06001)
关键词
双参数指数分布
平均寿命比率
广义置信区间
广义枢轴量
Two-parameter exponential distribution
ratio of means
generalized confidence intervals
generalized pivotal quantity.
