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AI 根据所提供的论文材料归类:摘要研究含大量零值总体的均值区间及分布稳健性,未涉及给定细分中的特定经济模型或分布效应问题。

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关注这篇论文的作者
Alan H. Kvanli
Yaung Kaung Shen
Lih Yuan Deng

大量零值总体的均值置信区间构造

研究问题
当总体包含大量零值及少量连续非零值时,如何为总体均值构造可靠的置信区间,并评估其对非零部分分布假设的敏感性?
方法与思路
作者以似然比检验构造均值置信区间,分别假定非零部分服从正态或指数分布,并模拟比较其与中心极限定理方法的覆盖率。
材料陈述的贡献
摘要称,文章提出两种似然比区间算法;在所考察的多种误差分布下,正态算法的覆盖率表现最稳健。
阅读关注点
应核对零值与非零值的联合建模、似然比区间的构造和校准,以及模拟的样本量、分布设定与覆盖率比较。
阅读边界
摘要未给出具体覆盖率、区间长度或所需正则条件;所述稳健性仅针对模拟中的分布设定,不能推广到任意含零总体。

原文摘要

The likelihood ratio method is used to construct a confidence interval for a population mean when sampling from a population with certain characteristics found in many applications, such as auditing. Specifically, a sample taken from this type of population usually consists of a very large number of zero values, plus a small number of nonzero values that follow some continuous distribution. In this situation, the traditional confidence interval constructed for the population mean is known to be unreliable. This article derives confidence intervals based on the likelihood-ratio-test approach by assuming (1) a normal distribution (normal algorithm) and (2) an exponential distribution (exponential algorithm). Because the error population distribution is usually unknown, it is important to study the robustness of the proposed procedures. We perform an extensive simulation study to compare the percentage of confidence intervals containing the true population mean using the two proposed algorithms with the percentage obtained from the traditional method based on the central limit theorem. It is shown that the normal algorithm is the most robust procedure against many different distributional error assumptions.

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