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    题名: Corrected confidence intervals for secondary parameters following sequential tests
    作者: 翁久幸;Coad, Steve
    贡献者: 統計系
    日期: 2006
    上传时间: 2014-11-14 17:59:23 (UTC+8)
    摘要: Corrected confidence intervals are developed for the mean of the second component of a bivariate normal process when the first component is being monitored sequentially. This is accomplished by constructing a first approximation to a pivotal quantity, and then using very weak expansions to determine the correction terms. The asymptotic sampling distribution of the renormalised pivotal quantity is established in both the case where the covariance matrix is known and when it is unknown. The resulting approximations have a simple form and the results of a simulation study of two well-known sequential tests show that they are very accurate. The practical usefulness of the approach is illustrated by a real example of bivariate data. Detailed proofs of the main results are provided.
    關聯: Lecture Notes--Monograph Series,50,80-104
    Recent developments in nonparametric inference and probability (20060101), 80-104.
    数据类型: book/chapter
    DOI 連結: http://dx.doi.org/10.1214/074921706000000617
    显示于类别:[統計學系] 專書/專書篇章

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