线性模型误差方差阵的扰动对区间估计置信度及精度的影响

摘要

讨论了线性模型中误差方差阵的扰动对区间估计置信度及精度的影响问题,得到了置信度的下界及置信区间平均长度之比的上界。%In this paper, the problem on confidence level and accuracy of interval estimate in linear models with an incorrect dispersion matrix are studied, a lower bound of confidence level and a upper bound of accuracy are obtained.