Related papers: Construction of Confidence Intervals
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…
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…
Bootstrap is a widely used technique that allows estimating the properties of a given estimator, such as its bias and standard error. In this paper, we evaluate and compare five bootstrap-based methods for making confidence intervals: two…
A new method is proposed for the correction of confidence intervals when the original interval does not have the correct nominal coverage probabilities in the frequentist sense. The proposed method is general and does not require any…
In the recent paper [5], a Bayesian approach for constructing confidence intervals in monotone regression problems is proposed, based on credible intervals. We view this method from a frequentist point of view, and show that it corresponds…
In this paper we consider the problem of constructing confidence intervals for coefficients of martingale regression models (in particular, time series models) after variable selection. Although constructing confidence intervals are common…
We study the frequentist properties of confidence intervals computed by the method known to statisticians as the Profile Likelihood. It is seen that the coverage of these intervals is surprisingly good over a wide range of possible…
The purpose of the present paper is to assess the efficacy of confidence intervals for Rosenthal's fail-safe number. Although Rosenthal's estimator is highly used by researchers, its statistical properties are largely unexplored. First of…
In this paper, we consider the problem of constructing confidence interval for the correlation coefficient in a bivariate normal distribution. For this problem, we found fifteen approaches in literatures. Also, we have proposed a…
In many statistical problems, several estimators are usually available for interval estimation of a parameter of interest, and hence, the selection of an appropriate estimator is important. The criterion for a good estimator is to have a…
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…
One of the most commonly used methods for forming confidence intervals for statistical inference is the empirical bootstrap, which is especially expedient when the limiting distribution of the estimator is unknown. However, despite its…
We discuss a new way of constructing pointwise confidence intervals for the distribution function in the current status model. The confidence intervals are based on the smoothed maximum likelihood estimator (SMLE) and constructed using…
Classically, confidence intervals are required to have consistent coverage across all values of the parameter. However, this will inevitably break down if the underlying estimation procedure is biased. For this reason, many efforts have…
Comparisons are carried out of the confidence intervals constructed with Neyman's frequentist method and with the \Delta L=1/2 likelihood method, using the example of low-statistics life time estimates.
This paper reviews two main types of prediction interval methods under a parametric framework. First, we describe methods based on an (approximate) pivotal quantity. Examples include the plug-in, pivotal, and calibration methods. Then we…
There are over 55 different ways to construct a confidence respectively credible interval (CI) for the binomial proportion. Methods to compare them are necessary to decide which should be used in practice. The interval score has been…
Well-recommended methods of forming `confidence intervals' for a binomial proportion give interval estimates that do not actually meet the definition of a confidence interval, in that their coverages are sometimes lower than the nominal…
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…
We propose a new method to construct confidence intervals for quantities that are associated with a stationary time series, which avoids direct estimation of the asymptotic variances. Unlike the existing tuning-parameter-dependent…