摘 要:
本文提出了估计区间数据均值的经验似然方法,通过构造区间数据的无偏转换,导出了渐近服从X^2分布的对数经验似然函数,从而得到了均值的置信区间。通过若干模拟例子说明,用本文提出的方法得到的估计,优于用渐近正态法得到的估计。[著者文摘]
文章出处:
《应用数学》-2006年19卷3期 -561-568页
Mathematica Applicata
分 类 号:
文献标识码:
A
文章编号:
1001-9847(2006)03-0561-08
[参考文献]
Empirical Likelihood for the Mean with Interval Censored Data
HE Qi-xiang (Department of Applied Mathematics, Shanghai Univeristy of Finance and Economics, Shanghai 200433, China)
Abstract:
An empirical likelihood approach to estimate the mean with interval censored data is developed. By constructing unbiased transformation of interval censored data, an empirical log-likeli- hood function with asymptotic X^2 is derived. The confidence interval for the mean is constructed, Some simulation results indicate that our method performs better than the normal approximation method in term of coverage accuracies.[著者文摘]
Key words:
Interval censored data ; Empirical likelihood ; Unbiased transformation
收稿日期: 2005-11-21

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