摘要
本文给出了指数族分布转折点的两种置信集。经对越界概率的近似值的积分,导出了置信水平的大偏差和Edgeworth展开式。并得到了一些数值计算公式。
Two kinds of confidence sets are given for a change-point in an exponential family in this paper. The large deviations and Edgeworth expansions for the confidence levels are derived by integrating the approximations for boundary crossing probabilities, Some expressions for numerical calculation are obtained.
出处
《东南大学学报（自然科学版）》
EI
CAS
CSCD
1989年第1期1-11,共11页
Journal of Southeast University：Natural Science Edition
基金
国家教育委员会优秀青年教师基金
关键词
指数族分布
转折点
置信集
大偏差
change-point / exponential family of distributions, likelihood based confidence set, large deviation, Edgeworth expansion, boundary crossing probability
