模拟响应区间估计的覆盖函数

A Coverage Function for Interval Estimators of Simulation Response

Management Science · 1980
被引 49
人大 A+FT50UTD24ABS 4*

中文导读

提出一个衡量置信区间稳健性的覆盖函数,用于分析经验区间估计研究,并讨论如何确定合适的样本量,最后以两个构建模拟响应置信区间的方法为例进行说明。

Abstract

The coverage function presented here measures confidence interval robustness. It is suggested that this function be used in the analysis of empirical interval estimator studies. Some approaches for determining appropriate sample sizes in such experiments are also discussed. A short study of two procedures for constructing confidence intervals for a simulation response is offered as an example.

覆盖函数区间估计置信区间稳健性模拟响应