NONPARAMETRIC AGE REPLACEMENT - BOOTSTRAP CONFIDENCE-INTERVALS FOR THE OPTIMAL COST
成果类型：
Article
署名作者：
LEGER, C; CLEROUX, R
署名单位：
Universite de Montreal
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.40.6.1062
发表日期：
1992
页码：
1062-1073
关键词：
摘要：
Bootstrap confidence intervals for the actual cost of using a given nonparametric estimate of the optimal age replacement strategy are shown to have the claimed coverage probability. A numerical algorithm is given to obtain these confidence intervals in practice. The small sample behavior of these confidence intervals is illustrated by simulations. Finally, comparisons are made with the confidence interval obtained from asymptotic normal theory. We show that the bootstrap confidence interval is the one to use in age replacement problems.