Construction of confidence intervals for the Laspeyres price index

Bialek Jacek

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Construction of confidence intervals for the Laspeyres price index

机译：Laspeyres价格指数置信区间的构建

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摘要

In the paper, we present and discuss several methods of the construction of confidence intervals for the Laspeyres price index. We assume that prices of commodities are normally distributed and we consider both independent and dependent prices. Using Monte Carlo simulation, the paper compares the confidence interval computed from a simple econometric model with those obtained based on the Laspeyres density function. Our conclusions can be generalized to other price index formulas.

机译：在本文中，我们介绍并讨论了Laspeyres价格指数置信区间的几种构建方法。我们假设商品价格是正态分布的，我们同时考虑独立价格和从属价格。使用蒙特卡洛模拟，本文将简单的计量经济学模型计算出的置信区间与基于拉斯佩雷斯密度函数获得的置信区间进行了比较。我们的结论可以推广到其他价格指数公式。

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来源
《Journal of statistical computation and simulation》 |2015年第15期|2962-2973|共12页
作者
Bialek Jacek;
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作者单位

Univ Lodz, Dept Stat Methods, PL-90131 Lodz, Poland;

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收录信息美国《科学引文索引》(SCI);
原文格式 PDF
正文语种 eng
中图分类
关键词
Gaussian ratio distribution; confidence interval; the Laspeyres index; price indices;

机译：高斯比分布;置信区间;拉氏指数;价格指数;

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7. Appendix VI: Multipliers used in the construction of confidence intervals based on the Normal distribution, for selected levels of confidence [O] . 2018

机译：附录VI：乘法器用于建造基于正态分布的置信区间，用于所选择的置信度

Construction of confidence intervals for the Laspeyres price index

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