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用于分位数同时置信区间的上下界分布AI 解读

We propose a new method for constructing parametric confidence intervals for quantiles of an unknown distribution. These confidence intervals are constructed so that the joint probability that all intervals simultaneously contain their respective percentiles is at least a preset value. Thus we may also use the set of either upper or lower confidence limits to define an upper (or lower) bound distribution function, which we call an upper (or lower) tolerance distribution…

用于分位数同时置信区间的上下界分布AI 解读

We propose a new method for constructing parametric confidence intervals for quantiles of an unknown distribution. These confidence intervals are constructed so that the joint probability that all intervals simultaneously contain their respective percentiles is at least a preset value. Thus we may also use the set of either upper or lower confidence limits to define an upper (or lower) bound distribution function, which we call an upper (or lower) tolerance distribution…