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多元正态分布百分位面和容忍限的估计
The Estimation of Percent Side and Tolerance Limits of Multinormal
【摘要】 针对实践中多个指标的联合分布是多元正态分布或近似多元正态分布的情况,将一元正态分布的置信限及其容忍限的估计推广到多元正态分布的场合,提出了百分位面的置信限和分布的容忍限和及容忍域的估计方法,在一定程度上克服了以往点估计的局限性,该方法具有更大的应用价值.
【Abstract】 The combined distribution of many interrelated indexs is multinormal distribution or approximate multinormal distribution.Similar to the one—sided confidence limits and confidence intervals of percentile and tolerance limits and tolerance intervals of percentages of normal distribution,A new method for the estimation of the percent line and percentages is presented in this paper.The formulas for confidence limits and confidence region of percent line and tolerance limits and tolerance region of percentages are alse given.The methods in this paper are more practical.
【关键词】 置信限;
置信域;
容忍限;
容忍域;
【Key words】 confidence limit; confidence region; tolerance limits; tolerance region;
【Key words】 confidence limit; confidence region; tolerance limits; tolerance region;
- 【文献出处】 数学的实践与认识 ,Mathematics in Practice and Theory , 编辑部邮箱 ,2009年21期
- 【分类号】O212
- 【被引频次】2
- 【下载频次】118