容忍區間

Abstract

在統計這個龐大的領域中，「估計」是個最重要的項目，估計又可以分為點估計和區間估計，一般的點估計可以估計參數，一些特殊量的估計如中位數，分位數等等，區間估計則是希望給定一個區間使得此區間覆蓋真值的機率達到一定水準。這篇文章的主題是有關於覆蓋區間的區間估計，我們提出一個系統化的方法，並且探討此方法與傳統參數的區間估計有何關係，試著用不同於以往的計算方法來連接它們。

In the statistics history, estimation is one of the most important research topics, we know that estimation have two major parts, one is the point estimation, and the other is the interval estimation. In general, we use point estimation to estimate parameters or some important quantities, for example: medium, quantile….etc. The interval estimation gives us an interval which covers the true parameters with a fixed percentage. In this paper, we will discuss the interval estimation of the coverage interval. We propose a systematic method to find an interval estimation of the coverage interval. Also we discuss the relationship between our method and traditional interval estimation methods.