The Generalised Problem of the Nile: Robust Confidence Sets for Parametric Functions
广义尼罗河问题:参数函数的稳健置信集
The pivotal model is described and applied to the estimation of parametric functions $\phi(\theta)$. This leads to equations of the form $H(x; \theta) = G\{p(x, \theta)\}$. These can be solved directly or by the use of differential equations. Examples include various parametric functions $\phi(\theta, \sigma)$ in a general location-scale distribution $f(p), p = (x - \theta)/\sigma$ and in two location-scale distributions. The latter case includes the ratio of the two scale…