摘要
提出一种基于半参数密度比模型,推断两独立总体方差比的方法.蒙特卡洛模拟结果显示该方法具有良好的覆盖概率,因此是有效的.同时还提出了方差比的Bootstrap置信区间,并把它运用在一组真实案例上.
A method based on the semiparametric density ratio model to make inference about the variance ratio of two independent populations was proposed. Monte Carlo simulation result shows that the method has a good coverage probability and, therefore, is effective. A Bootstrap confidence interval of the variance ratio was also proposed and was used in a real-world example.
作者
彭凯
PENG Kai(Department of Applied Mathematics,Nanjing University of Finance and Economics,Nanjing,Jiangsu 210023,China)
出处
《宜宾学院学报》
2019年第12期106-109,共4页
Journal of Yibin University
