In this paper we first provide a method to compute confidence intervals for the center of a piecewise normal distribution given a sample from this distribution, under certain assumptions. We then extend this method to an asymptotic setting, and apply this method to compute confidence intervals for the true solution of a stochastic variational inequality based on a solution to a sample average approximation problem. The confidence intervals are computed with simple formulas. Performance of the proposed method is tested with numerical experiments.

翻译：在本文中, 我们首先提供一种方法, 在某些假设下根据此分布的样本, 计算平方正态分布中心的信任度间隔。 我们然后将这种方法推广到无症状环境, 并运用这种方法计算信任度间隔, 以便根据样本平均近似问题解决方案, 真正解决随机变异性不平等。 信任度间隔是用简单的公式计算的。 使用数字实验来测试拟议方法的性能 。