Related papers: Ratios: A short guide to confidence limits and pro…
A priori bound for the parameter to be estimated is incorporated into confidence intervals within frequentistic approach in a straightforward and optimal fashion, ensuring the best resolution of non-boundary values as well as robustness for…
The study of associations and their causal explanations is a central research activity whose methodology varies tremendously across fields. Even within specialized subfields, comparisons across textbooks and journals reveals that the basics…
A generalization of the classical concordance correlation coefficient (CCC) is considered under a three-level design where multiple raters rate every subject over time, and each rater is rating every subject multiple times at each measuring…
Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…
In econometrics, many parameters of interest can be written as ratios of expectations. The main approach to construct confidence intervals for such parameters is the delta method. However, this asymptotic procedure yields intervals that may…
The detection of anisotropies with respect to a given direction in a vector field is a common problem in astronomy. Several methods have been proposed that rely on the distribution of the acute angles between the data and a reference…
Classical confidence limits are compared to Bayesian error bounds by studying relevant examples. The performance of the two methods is investigated relative to the properties coherence, precision, bias, universality, simplicity. A proposal…
AB-testing is a very popular technique in web companies since it makes it possible to accurately predict the impact of a modification with the simplicity of a random split across users. One of the critical aspects of an AB-test is its…
INTRODUCTION: Wald's, the likelihood ratio (LR) and Rao's score tests and their corresponding confidence intervals (CIs), are the three most common estimators of parameters of Generalized Linear Models. On finite samples, these estimators…
Reliable uncertainty estimation is one of the major challenges for medical classification tasks. While many approaches have been proposed, recently the statistical framework of conformal predictions has gained a lot of attention, due to its…
Some ratio estimators for estimating the population mean of the variable under study, which make use of information regarding the population proportion possessing certain attribute, are proposed. Under simple random sampling without…
Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…
Likelihood ratio tests are intuitively appealing. Nevertheless, a number of examples are known in which they perform very poorly. The present paper discusses a large class of situations in which this is the case, and analyzes just how…
Simple Monte Carlo is a versatile computational method with a convergence rate of $O(n^{-1/2})$. It can be used to estimate the means of random variables whose distributions are unknown. Bernoulli random variables, $Y$, are widely used to…
The System Usability Scale (SUS) is a short, survey-based approach used to determine the usability of a system from an end user perspective once a prototype is available for assessment. Individual scores are gathered using a 10-question…
To segment a sequence of independent random variables at an unknown number of change-points, we introduce new procedures that are based on thresholding the likelihood ratio statistic. We also study confidence regions based on the likelihood…
We study confidence intervals based on hard-thresholding, soft-thresholding, and adaptive soft-thresholding in a linear regression model where the number of regressors $k$ may depend on and diverge with sample size $n$. In addition to the…
In many fields of research null hypothesis significance tests and p values are the accepted way of assessing the degree of certainty with which research results can be extrapolated beyond the sample studied. However, there are very serious…
This paper concerns the construction of confidence intervals in standard seroprevalence surveys. In particular, we discuss methods for constructing confidence intervals for the proportion of individuals in a population infected with a…
Most engineers use measurements to make decisions. However, measurements are rarely used for decisions about constructing software products. While many approaches to measuring attributes of software (``metrics'') have been developed, they…