本文研究了F分布下关于两正态总体方差比σ1^2、σ2^2的最短置信区间,运用数值模拟方法,利用R软件对常用置信度1-α和各自由度下的最短置信区问对应的左侧概率分配值(最优分配)作出求解,得出在实践中使用非常方便的统计表。进而利用这一结果可求出最短置信区间。
In this paper, the shortest confidence interval of the variance ratio of two normal populations are stuided under the F distributions respectively. By use of numerical simulation methods and the R software for afixed confidence level and freedom , the shortest confidence interval, called as the optimalizing confidence, the corresponding left side probability assigned value is solved. Then in practice the shortest confidence interval can be obtained by using the left side probability assigned value.