Bootstrap confidence regions in multinomial sampling
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摘要
Power divergences can be used to give a measure of distance between two probability vectors. In multinomial sampling arguments can be substituted by empirical and theoretical proportions to obtain confidence regions of parameters. In this paper the bootstrap versions of these confidence regions are constructed. Monte Carlo simulation experiments are carried out to calculate average coverage probabilities and to compare the behavior of the introduced procedures.
论文关键词:Power divergences,Bootstrap,Confidence regions,Average coverage probability,Monte Carlo simulation
论文评审过程:Available online 4 September 2003.
论文官网地址:https://doi.org/10.1016/S0096-3003(03)00777-X