|
| << vorige | volgende >> |
Tijdschrift beschrijving
Alle jaargangen van het bijbehorende tijdschrift
Alle afleveringen van het bijbehorende jaargang
Alle artikelen van de bijbehorende aflevering
Details van artikel 14 van 19 gevonden artikelen
| Titel: |
Pivotal Quantities Based on Sequential Data: A Bootstrap Approach |
| Auteur: |
Saavedra, Pedro Santana, Angelo Quintana, Maria Del Pino |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 35 (2006) nr. 4 pagina's 1005-1018 |
| Jaar: |
2006-12-01 |
| Inhoud: |
A bootstrap algorithm is provided for obtaining a confidence interval for the mean of a probability distribution when sequential data are considered. For this kind of data the empirical distribution can be biased but its bias is bounded by the coefficient of variation of the stopping rule associated with the sequential procedure. When using this distribution for resampling the validity of the bootstrap approach is established by means of a series expansion of the corresponding pivotal quantity. A simulation study is carried out using Wang and Tsiatis type tests and considering the normal and exponential distributions to generate the data. This study confirms that for moderate coefficients of variation of the stopping rule, the bootstrap method allows adequate confidence intervals for the parameters to be obtained, whichever is the distribution of data. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 14 van 19 gevonden artikelen
| << vorige | volgende >> |