Coverage probabilities of simultaneous confidence bands and regions for log-location-scale distributions

详细信息    查看全文

• 作者：Yili Hong ; Luis A. Escobar ; William Q. Meeker
• 刊名：Statistics and Probability Letters
• 出版年：2010
• 出版时间：1 April 2010-15 April 2010
• 年：2010
• 卷：80
• 期：7-8
• 页码：733-738
• 全文大小：1049 K

文摘

A simultaneous confidence band (SCB) for the cumulative distribution function (cdf) of a random variable can be used to assess the statistical uncertainty of the estimated cdf. Cheng and Iles (1983) presented a general approach of constructing an SCB for the cdf of a continuous random variable derived from a 100(1−α) % simultaneous confidence region (SCR) for the parameters of the distribution. The Cheng and Iles SCB procedure includes the true cdf with probability at least (1−α). This paper identifies the conditions under which the coverage probability for the SCB procedure is exactly (1−α). A small simulation illustrates the important theoretical results in the paper.