Related papers: A New Confidence Interval for the Mean of a Bounde…
In this article, we derive an explicit formula for computing confidence interval for the mean of a bounded random variable. Moreover, we have developed multistage point estimation methods for estimating the mean value with prescribed…
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…
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…
We consider the problem of constructing confidence intervals for the median of a response $Y \in \mathbb{R}$ conditional on features $X \in \mathbb{R}^d$ in a situation where we are not willing to make any assumption whatsoever on the…
Confidence intervals for the means of multiple normal populations are often based on a hierarchical normal model. While commonly used interval procedures based on such a model have the nominal coverage rate on average across a population of…
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…
By combining a bound on the absolute value of the difference of mutual information between two joint probablity distributions with a fixed variational distance, and a bound on the probability of a maximal deviation in variational distance…
We develop a general framework for conducting inference on the mean of dependent random variables given constraints on their dependency graph. We establish the consistency of an oracle variance estimator of the mean when the dependency…
Confidence interval of mean is often used when quoting statistics. The same rigor is often missing when quoting percentiles and tolerance or percentile intervals. This article derives the expression for confidence in percentiles of a sample…
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…
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…
The goal of this paper is to indicate a new method for constructing normal confidence intervals for the mean, when the data is coming from stochastic structures with possibly long memory, especially when the dependence structure is not…
We study the problem of estimating finite sample confidence intervals of the mean of a normal population under the constraint of differential privacy. We consider both the known and unknown variance cases and construct differentially…
We consider the problem of constructing robust nonparametric confidence intervals and tests of hypothesis for the median when the data distribution is unknown and the data may contain a small fraction of contamination. We propose a…
In this paper, we develop interval estimation methods for means of bounded random variables based on a sequential procedure such that the sampling is continued until the sample sum is no less than a prescribed threshold.
The current standard for confidence interval construction in the context of a possibly misspecified model is to use an interval based on the sandwich estimate of variance. These intervals provide asymptotically correct coverage, but…
Constructing distribution-free confidence intervals for the median, a classic problem in statistics, has seen numerous solutions in the literature. While coverage validity has received ample attention, less has been explored about interval…
In this article, we consider the problem of constructing the confidence interval and testing hypothesis for the common coefficient of variation (CV) of several normal populations. A new method is suggested using the concepts of generalized…
The construction of confidence intervals for the mean of a bounded random variable is a classical problem in statistics with numerous applications in machine learning and virtually all scientific fields. In particular, obtaining the…
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…