Related papers: Coverage Probability of Wald Interval for Binomial…
In this paper, we develop a general theory on the coverage probability of random intervals defined in terms of discrete random variables with continuous parameter spaces. The theory shows that the minimum coverage probabilities of random…
We consider interval estimation of the difference between two binomial proportions. Several methods of constructing such an interval are known. Unfortunately those confidence intervals have poor coverage probability: it is significantly…
It is a common contention that it is an ``impossible mission'' to exactly determine the minimum sample size for the estimation of a binomial parameter with prescribed margin of error and confidence level. In this paper, we investigate such…
In this paper, we derive an explicit formula for constructing the confidence interval of binomial parameter with guaranteed coverage probability. The formula overcomes the limitation of normal approximation which is asymptotic in nature and…
In this paper, we develop an approach for the exact determination of the minimum sample size for the estimation of a Poisson parameter with prescribed margin of error and confidence level. The exact computation is made possible by reducing…
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…
In this paper, we develop an approach for the exact determination of the minimum sample size for estimating the parameter of an integer-valued random variable, which is parameterized by its expectation. Under some continuity and unimodal…
We present a method for computing optimal fixed-width confidence intervals for a single, bounded parameter, extending a method for the binomial due to Asparaouhov and Lorden, who called it the Push algorithm. The method produces the…
In this paper, we develop an approach for optimizing the explicit binomial confidence interval recently derived by Chen et al. The optimization reduces conservativeness while guaranteeing prescribed coverage probability.
We consider the problem of interval estimation of the odds ratio. An asymptotic confidence interval is widely applied in medical research. Unfortunately that confidence interval has a poor coverage probability: it is significantly smaller…
A reasonable confidence interval should have a confidence coefficient no less than the given nominal level and a small expected length to reliably and accurately estimate the parameter of interest, and the bootstrap interval is considered…
The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…
The goal of any estimation study is an interval estimation of a the parameter(s) of interest. These estimations are mostly expressed using empirical confidence intervals that are based on sample point estimates of the corresponding…
Profile likelihood confidence intervals are a robust alternative to Wald's method if the asymptotic properties of the maximum likelihood estimator are not met. However, the constrained optimization problem defining profile likelihood…
We describe a general method for the construction of a confidence region for the two parameters of the Negative Binomial Distribution. This is achieved by expanding the sampling distribution of Method-of-Moments estimators, using the…
The 'standard' confidence interval for a Poisson parameter is only one of a number of estimation intervals based on the chi-square distribution that may be used in the estimation of the mean or mean rate for a Poisson model. Other…
This paper investigates the size performance of Wald tests for CAViaR models (Engle and Manganelli, 2004). We find that the usual estimation strategy on test statistics yields inaccuracies. Indeed, we show that existing density estimation…
This paper develops some objective priors for certain parameters of the bivariate normal distribution. The parameters considered are the regression coefficient, the generalized variance, and the ratio of the conditional variance of one…
We present a new method for constructing a confidence interval for the mean of a bounded random variable from samples of the random variable. We conjecture that the confidence interval has guaranteed coverage, i.e., that it contains the…
For any class of one-sided $1-\alpha$ confidence intervals with a certain monotonicity ordering on the random confidence limit, the smallest interval, in the sense of the set inclusion for the difference of two proportions of two…