1. 關於handbook裡面3.1.3的例
......To be more precise, we could use the chi-square distribution for the variance
with k = T − 1 = 239. For the X^2(239), the 2.5% lower and 2.5% higher quantiles are q2.5% = 198.1 and q97.5% = 283.7
The exact confidence band is then sqrt(198.1/239) × 3.24% to sqrt(283.7/239) × 3.24%, or [2.949%, 3.530%]
想請問
a. q2.5%=198.1 怎麼算出來的?
b. exact confidence band = sqrt(198.1/239) × 3.24% 是用哪一個公式得出?
2. A confidence interval can be constructed using the 2.5 percent lower and 2.5 percent higher cutoff values from the chi-square distribution.
Define the first cutoff value as q2.5% = q[2.5%, X^2(T − 1)]. Setting this equal to the chi-square value on the right-hand side of Equation (3.6) gives the lower bound for the variance of q2.5% × s2/(T − 1).
