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基于Kolmogorov-Smirnov统计量的连续置信带
Continuous Confidence Bands Based on Kolmogorov-Smirnov Statistics
【摘要】 研究连续分布函数的置信带的构造问题,利用Kolmogorov-Smirnov统计量构造了具有渐近频率性质的连续置信带.该置信带构造方便.模拟研究结果表明该置信带的覆盖率误差小.
【Abstract】 Construction of confidence bands for continuous distribution functions is considered.Based on the Kolmogorov-Smirnov statistics,a set of continuous confidence bands with asymptotic coverage are constructed.The construction can be easily implemented and simulations show that the coverage error of the confidence bands is small.
【关键词】 置信带;
覆盖率;
Kolmogorov-Smirnov统计量;
【Key words】 confidence bands; coverage probability; Kolmogorov-Smirnov statistics;
【Key words】 confidence bands; coverage probability; Kolmogorov-Smirnov statistics;
【基金】 国家自然科学基金资助项目(10771015)
- 【文献出处】 北京理工大学学报 ,Transactions of Beijing Institute of Technology , 编辑部邮箱 ,2008年10期
- 【分类号】O212.1
- 【被引频次】4
- 【下载频次】287