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正态混合模型中一致性比例的置信限。

Confidence limits for conformance proportions in normal mixture models.

作者信息

Tsai Shin-Fu, Huang Tse-Le

机构信息

Department of Agronomy, National Taiwan University, Taipei, Taiwan.

出版信息

J Appl Stat. 2020 May 25;48(9):1579-1602. doi: 10.1080/02664763.2020.1769578. eCollection 2021.

Abstract

Conformance proportions are important numerical indices for quality assessments. When the population is characterized by a normal mixture model, estimating conformance proportions can be a practical issue. To account for the inherent structure of normal mixture models, universal and individual conformance proportions are first defined for the purpose of evaluating the overall population and specific subpopulations of interest, respectively. On the basis of generalized fiducial quantities, a systematic method is then proposed in this paper to obtain confidence limits for the two classes of conformance proportions. The simulation results demonstrate that the proposed method can maintain the empirical coverage rate sufficiently close to the nominal level. In addition, two examples are given to illustrate the proposed method.

摘要

一致性比例是质量评估的重要数值指标。当总体由正态混合模型表征时,估计一致性比例可能是一个实际问题。为了考虑正态混合模型的内在结构,首先分别定义通用一致性比例和个体一致性比例,以评估总体和感兴趣的特定子总体。基于广义 fiducial 量,本文提出了一种系统方法来获得这两类一致性比例的置信限。模拟结果表明,所提出的方法可以使经验覆盖率保持在足够接近名义水平的范围内。此外,还给出了两个例子来说明所提出的方法。

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Confidence limits for conformance proportions in normal mixture models.正态混合模型中一致性比例的置信限。
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