Abstract
The tests of aeronautic products are usually small sample cases. In order to analyze the data of small sample tests, a confidence interval estimation method for test population sample quantile function is proposed by combining the maximum entropy method under probability-weighted moment constraints and the Bootstrap method for confidence interval estimation. The maximum entropy method can yield the probability density function under specified moment constraints. When it is subjected to the constraints specified in terms of probability-weighted moment, an unbiased quantile estimate for small samples can be directly obtained. There is no need to integrate form density function to obtain cumulative distribution function which has then to be inverted to obtain the corresponding quantile. The Bootstrap method not only is independent of the distribution of samples in the estimation of the confidence interval but also has wide applications.
| Original language | English |
|---|---|
| Pages (from-to) | 1842-1849 |
| Number of pages | 8 |
| Journal | Hangkong Xuebao/Acta Aeronautica et Astronautica Sinica |
| Volume | 33 |
| Issue number | 10 |
| State | Published - Oct 2012 |
Keywords
- Bootstrap method
- Confidence interval
- Maximum entropy methods
- Probability-weighted moment
- Quantile