偏度-峰度调整的置信估计和显着性检验
Skewness-kurtosis adjusted confidence estimators and significance tests
摘要:
对期望估计的常用置信区间和常用局部替代参数的选择进行了第一类和第二类修正,使得真非覆盖概率和修正局部非真参数假设下的覆盖概率的渐近行为可以渐近精确控制.这两种类型的概率收敛到零的顺序被假定为适当地根据Osipov型条件下有界和样本分布被假定为满足相应的尾部条件,由于Linnik。类似的考虑,提出了一个假设的真实假设下,以及在一个修改后的本地替代品的期望检验时的功率函数。指数族的应用。
英文摘要:
First and second kind modifications of usual confidence intervals for estimating the expectation and of usual local alternative parameter choices are introduced in a way such that the asymptotic behavior of the true non-covering probabilities and the covering probabilities under the modified local non-true parameter assumption can be asymptotically exactly controlled. The orders of convergence to zero of both types of probabilities are assumed to be suitably bounded below according to an Osipov-type condition and the sample distribution is assumed to satisfy a corresponding tail condition due to Linnik. Analogous considerations are presented for the power function when testing a hypothesis concerning the expectation both under the assumption of a true hypothesis as well as under a modified local alternative. Applications are given for exponential families.
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