Smallest Confidence Region for the Mean and Standard Deviation of Two-Parameter Uniform Distribution

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:

In this paper, based on an appropriate pivotal quantity, two methods are introduced to determine confidence region for the mean and standard deviation in a two parameter uniform distribution, in which the application of numerical methods is not mandatory. In the first method, the smallest region is obtained by minimizing the confidence regionchr('39')s area, and in the second method, a simultaneous Bonferroni confidence interval is introduced by using the smallest confidence intervals. By the comparison of area and coverage probability of the introduced methods, as well as, comparison of the width of strip including the standard deviation in both methods, it has been shown that the first method has a better efficiency. Finally, an approximation for the quantile of F
distribution used in calculating the confidence regions in a special case is presented.

Language:
Persian
Published:
Journal of Statistical Sciences, Volume:15 Issue: 1, 2021
Pages:
23 to 38
https://www.magiran.com/p2255446  
سامانه نویسندگان
  • Author
    Mohammad Hossein Poursaeed
    (1386) دکتری آمار ریاضی، دانشگاه شیراز
    Poursaeed، Mohammad Hossein
اطلاعات نویسنده(گان) توسط ایشان ثبت و تکمیل شده‌است. برای مشاهده مشخصات و فهرست همه مطالب، صفحه رزومه را ببینید.
مقالات دیگری از این نویسنده (گان)