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正态均值和标准差函数的闭式置信区间。

Closed-form confidence intervals for functions of the normal mean and standard deviation.

机构信息

Department of Epidemiology & Biostatistics, and Robarts Clinical Trials of Robarts Research Institute, Schulich School of Medicine & Dentistry, University of Western Ontario, London, Ontario, Canada.

出版信息

Stat Methods Med Res. 2012 Aug;21(4):347-59. doi: 10.1177/0962280210383082. Epub 2010 Sep 8.

DOI:10.1177/0962280210383082
PMID:20826501
Abstract

Confidence interval methods for a normal mean and standard deviation are well known and simple to apply. However, the same cannot be said for important functions of these parameters. These functions include the normal distribution percentiles, the Bland-Altman limits of agreement, the coefficient of variation and Cohen's effect size. We present a simple approach to this problem by using variance estimates recovered from confidence limits computed for the mean and standard deviation separately. All resulting confidence intervals have closed forms. Simulation results demonstrate that this approach performs very well for limits of agreement, coefficients of variation and their differences.

摘要

用于正态均值和标准差的置信区间方法是众所周知且易于应用的。然而,对于这些参数的重要函数却不能这样说。这些函数包括正态分布分位数、Bland-Altman 协议界限、变异系数和 Cohen 的效应大小。我们通过使用从单独计算的均值和标准差置信限中恢复的方差估计来解决这个问题,提出了一种简单的方法。所有得到的置信区间都有封闭形式。模拟结果表明,这种方法对于协议界限、变异系数及其差异的置信区间表现非常出色。

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