函数式三角形余数和应用到基于时刻的统计数据的同时置信波段
Fabian J E Telschow1, Samuel Davenport2, Armin Schwartzman2,3
1Institut für Mathematik, Humboldt Universität zu Berlin, Rudower Chaussee 25, 12489 Berlin, Deutschland.
概括
本研究介绍了参数转换的函数式余值,使得函数式参数的有效同时置信区间成为可能. 模拟显示了像高斯度这样的统计测试的有效覆盖率.
科学领域:
- 统计 统计 统计 统计
- 统计推理 统计推理
- 非对称理论的理论.
背景情况:
- 功能中心极限定理 (fCLT) 对于分析估计器至关重要.
- 参数转换需要方法来理解它们的非对称行为.
- 同时的置信波段对于强大的统计推理至关重要.
研究的目的:
- 构建函数式三角形余数,模拟函数式三角形方法的极限过程的协差结构.
- 为这些残留物开发一个乘数引导式fCLT.
- 为了使转换的功能参数能够构建异常有效的同时置信波段.
主要方法:
- 用基于时刻的估计器构建函数式三角形余量.
- 证明一个乘法器启动器fCLT的功能性三角形余量.
- 一致地估计用于构建置信区间的量值.
主要成果:
- 函数式三角形余量被证明具有与函数式三角形方法的极限过程相同的非对称共变量结构.
- 一个乘数引导器为这些残余提供了有效的fCLT.
- 对于转换的功能参数,可以构建异常有效的同时置信波段.
结论:
- 开发的方法提供了一种可靠的方法,用于在功能数据分析中构建同时的置信波段.
- 这种方法对常见统计数据的功能版本有效,例如科恩的d,斜率和kurtosis.
- 这种方法促进了假设测试,例如对高斯性进行测试.
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