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系统科学与数学 2009
APPROXIMATE FIDUCIAL INFERENCE FOR BINOMIAL DISTRIBUTIONS BASED ON THE LOGIT TRANSFORMATION
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Abstract:
In this paper, an approximate pivotal equation is constructed for a binomial distribution based on asymptotic normality of a modefied-logit-transformed estimator. Then an approximate fiducial distribution of the binomial parameter is obtained. Numerical results for one-sample cases and two-sample cases show that the interval estimators derived by the approximate fiducial distribution have better finite-sample frequentist properties than those suggested in the literature.