PearsonⅦ型分布均值参数置信估计的改进

Improving confidence set of mean for Pearson Ⅶ distribution

摘要:

为提高PearsonⅦ型分布均值参数估计的精度,构造一个以? 的改进估计为中心的置信估计,通过比较与通常的置信估计的体积和覆盖率,证明了与的体积相等但的覆盖率高于,从而得到优于的结论。

Abstract:

This paper improves confidence set ? of mean for Pearson Ⅶ distribution. Through the use of improved estimator of ? , confidence set is constructed. The set are show to have uniformly higher coverage probability than the usual confidence set with no increase in volume, therefore dominates .