Title

Bootstrap–@‚π—p‚’‚½Έ~–@‚Ε‚Μ•W€•Ξ·‚ΜΔŒŸ“’

Reconsideration of the Standard Deviation in the Up-and-Down Method by the Bootstrap


Authors

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Hideo Hirose


Source

“d‹CŠw‰ο˜_•ΆŽA, Vol.111-A, No.11, pp.993-998 (•½¬3.11)

Trans. IEE of Japan, Vol.111-A, No.11, pp.993-998 (1991.11)


Abstract

It has been indicated that an estimate S of the standard deviation S obtained by the up-and-down method has some bias and the method for determining the confidence interval of S through the Fisher's amount of information is inaccurate. This paper shows that the bias of S can be corrected by using the bias corrected bootstrap method and that an accurate confidence interval of S can be obtained. For easy understanding, a detail explanation of the method for determining the confidence interval is shown in this paper by a concrete example of the up-and-down method. This is an introduction for the practitioners. This method was proved correct by the Monte Carlo simulation. The up-and-down method is still popular as a testing method for determining the impulse-breakdown voltage. This method is particularly effective when the estimate of the standard deviation S of the breakdown voltage is larger than the up-and-down voltage distance d (i.e., when d/S is small).

The paper written in English is available upon request.


Key Words

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