论文标题
准重点的方法中的错误估计
Error estimation in the method of quasi-optimal weights
论文作者
论文摘要
我们检查了基本单参数构建置信区间的构建问题，即准最佳权重方法的单次差异。由于大型样本不足而导致的两种这种间隔的扭曲，都允许进行分析研究。首先，为假设渐近正态性的有效性以及相应校正的配方制定了标准。其次，由于权重的理论平均值是待估计的参数的函数，因此得出了一种方法来考虑置信区间的系统移位。一个数字示例说明了这两个校正。
We examine the problem of construction of confidence intervals within the basic single-parameter, single-iteration variation of the method of quasi-optimal weights. Two kinds of distortions of such intervals due to insufficiently large samples are examined, both allowing an analytical investigation. First, a criterion is developed for validity of the assumption of asymptotic normality together with a recipe for the corresponding corrections. Second, a method is derived to take into account the systematic shift of the confidence interval due to the non-linearity of the theoretical mean of the weight as a function of the parameter to be estimated. A numerical example illustrates the two corrections.
