| 改进的PTM方法及其在区间估计中的应用 |
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| 引用本文： | 吕鹏,相荣霞,袁永生.改进的PTM方法及其在区间估计中的应用[J].云南民族大学学报(自然科学版),2014,23(5):354-357. |
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| 作者姓名： | 吕鹏 相荣霞 袁永生 |
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| 作者单位： | 河海大学理学院,江苏南京,210098 |
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| 基金项目： | 江苏省水利科技创新基金，河海大学自然科学基金 |
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| 摘 要： | 在小样本情形下,传统区间估计方法和PTM方法得到的置信区间不具有稳健性.对PTM方法进行改进,对原来的深度函数进行重新定义,得到改进的PTM方法,并且在2种抽样方法下以不同分布将其与传统方法进行比较得到:改进的PTM方法精度较高,在相同置信水平下,置信区间更短,真值覆盖率更大.
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| 关 键 词： | 区间估计 Bootstrap方法 改进的PTM方法 稳健性 |
An improved PTM method and its application to the interval estimation |
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| LYU Peng,XIANG Rong-xia,YUAN Yong-sheng.An improved PTM method and its application to the interval estimation[J].Journal of Yunnan Nationalities University:Natural Sciences Edition,2014,23(5):354-357. |
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| Authors: | LYU Peng XIANG Rong-xia YUAN Yong-sheng |
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| Institution: | LYU Peng;XIANG Rong-xia;YUAN Yong-sheng;College of Science,Hohai University; |
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| Abstract: | In a small sample situation,the confidence interval obtained by the traditional interval estimation method and the PTM method is not stable. This research improves the PTM method and redefines the original depth function. The comparison of the improved method and the traditional method through two kinds of sampling under the condition of different distributions shows that the improved method has more accuracy,shorter confidence interval and wider true value coverage. |
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| Keywords: | interval estimation Bootstrap method improved PTM method robustness |
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