考虑含参数分布函数的置信带的构造问题.原有的方法都是直接基于参数族的抽样理论来做,这种做法忽略了拟合优度检验的信息,不能保证具有稳健性.注意到非参数分布函数的置信带可以作为拟合优度检验的一种方法,文章基于非参数分布函数置信带构造了含参数分布函数的置信带,称为调和带.这种方法既具有稳健性,又容易实现,另外对所有的含参数连续分布族都具有精确的水平.
The construction of confidence bands for a parametric family is considered. The established methods are on the basis of the sampling theory of that family,and the drawback of these methods is that the information of goodness of fit test is not included and there may be no robustness for the resulting bands. To note that the nonparametric confidence bands could be used to goodness of fit test,they are used to construct parametric confidence bands, called consonance bands. The consonance bands are robust and can be constructed easily,moreover,they have exact level for all continuous parametric family.