CONFIDENCE DENSITY METHOD FOR PARAMETER ESTIMATION

  • Based on an analysis of the Bayesian posteriori density method and the Non-Bayesian confidence interval method for parameter estimation, the concept and a computation formula for the confidence density are introduced from the confidence interval. It is shown that the confidence density distribution is a complete description of the result of the Non-Bayesian parameter estimation and possesses a definite probability meaning. As an example to show its application, a statistical inference to the mass of a charged particle is made.
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  • [1] 李惕暗,《实验的数学处理》,科学出版社(将出版).[2] M.费史,《概率论及数理统计》,王福保译,上海科学技术出版社(1962).[3] A. Mood and F, Graybill,《Introduction to the Theory of Statistics》, McGraw-Hill BookCompany,Inc., NewYork (1963). [4]中国科学院原子能研究所云南站,物理,1(1972),57. [5]李惕陪,16580事例c粒子质量的统计推断,(1972),未发表. [6]李惕陪,游离测量的数学拟合,(1973),未发表. [7]中国科学院高能物理研究所三室,μ介子在氦氩混合气体中的游离能损曲线,(1974),未发表.
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LI TI-PEI. CONFIDENCE DENSITY METHOD FOR PARAMETER ESTIMATION[J]. Chinese Physics C, 1978, 2(2): 131-142.
LI TI-PEI. CONFIDENCE DENSITY METHOD FOR PARAMETER ESTIMATION[J]. Chinese Physics C, 1978, 2(2): 131-142. shu
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Received: 1977-07-18
Revised: 1900-01-01
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CONFIDENCE DENSITY METHOD FOR PARAMETER ESTIMATION

  • Institute of High Energy Physics, Academia Sinica

Abstract: Based on an analysis of the Bayesian posteriori density method and the Non-Bayesian confidence interval method for parameter estimation, the concept and a computation formula for the confidence density are introduced from the confidence interval. It is shown that the confidence density distribution is a complete description of the result of the Non-Bayesian parameter estimation and possesses a definite probability meaning. As an example to show its application, a statistical inference to the mass of a charged particle is made.

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