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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…

Statistics Theory · Mathematics 2021-06-30 Paul H. Garthwaite , Maha W. Moustafa , Fadlalla G. Elfadaly

In randomized experiments with non-compliance scholars have argued that the complier average causal effect (CACE) ought to be the main causal estimand. The literature on inference of the complier average treatment effect (CACE) has focused…

Methodology · Statistics 2023-11-30 Zhen Zhong , Per Johansson , Junni L. Zhang

The standard confidence interval for a population proportion covered in the overwhelming majority of introductory and intermediate statistics textbooks surprisingly remains the Wald confidence interval despite having a poor coverage…

Methodology · Statistics 2025-08-15 Nabil Kahouadji

In this paper, we study the classical problem of estimating the proportion of a finite population. First, we consider a fixed sample size method and derive an explicit sample size formula which ensures a mixed criterion of absolute and…

Statistics Theory · Mathematics 2009-02-03 Xinjia Chen

The most frequently taught confidence intervals for a proportion are the classical Wald (Ws) and the Clopper-Pearson (CP) ones because of the simplicity of their definition. However, their actual coverage probability of the parameter p is…

Statistics Theory · Mathematics 2015-01-07 Jean-Christophe Turlot , Jean François Petiot

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…

Statistics Theory · Mathematics 2016-02-02 Peter M. Aronow , Forrest W. Crawford , José R. Zubizarreta

Suppose the lifetime of a large sample of batteries in routine use is measured. A confidence interval is computed to 394 plus/minus 1.96 times 4.6 days. The standard interpretation is that if we repeatedly draw samples and compute…

Other Statistics · Statistics 2024-02-16 Dan Hedlin

We present a method of constructing statistical intervals that obtain a natural middle ground between Bayesian and frequentist statistical intervals, previously unexplored in literature: To a p% Bayesian credible interval we should assign a…

Methodology · Statistics 2026-05-11 Tim Ritmeester

Linear combinations of multinomial probabilities, such as those resulting from contingency tables, are of use when evaluating classification system performance. While large sample inference methods for these combinations exist, small sample…

Methodology · Statistics 2021-04-20 Katherine A. Batterton , Christine M. Schubert , Richard L. Warr

Extant "fast" algorithms for Monte Carlo confidence sets are limited to univariate shift parameters for the one-sample and two-sample problems using the sample mean as the test statistic; moreover, some do not converge reliably and most do…

Computation · Statistics 2025-02-27 Amanda K. Glazer , Philip B. Stark

Statistical analyses of multipopulation studies often use the data to select a particular population as the target of inference. For example, a confidence interval may be constructed for a population only in the event that its sample mean…

Statistics Theory · Mathematics 2025-09-18 Peter Hoff , Surya Tokdar

We introduce a new framework for creating point-wise confidence intervals for the distribution of event times for current status data. Existing methods are based on asymptotics. Our framework is based on binomial properties and motivates…

Methodology · Statistics 2022-08-17 Sungwook Kim , Michael P. Fay , Michael A. Proschan

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,…

Optimization and Control · Mathematics 2022-08-08 Shu Lu , Hongsheng Liu

This work develops central limit theorems for cross-validation and consistent estimators of its asymptotic variance under weak stability conditions on the learning algorithm. Together, these results provide practical, asymptotically-exact…

Machine Learning · Statistics 2020-11-03 Pierre Bayle , Alexandre Bayle , Lucas Janson , Lester Mackey

Interval analysis, when applied to the so called problem of experimental data fitting, appears to be still in its infancy. Sometimes, partly because of the unrivaled reliability of interval methods, we do not obtain any results at all.…

Data Analysis, Statistics and Probability · Physics 2009-03-03 Marek W. Gutowski

In Neyman's original formulation, a 1-alpha confidence interval procedure is justified by its long-run coverage properties, and a single realized interval is to be described only by the slogan that it either covers the parameter or it does…

Other Statistics · Statistics 2026-03-19 Scott Lee

Bootstrap methods are increasingly accepted as one of the common approaches in constructing confidence intervals in bibliometric studies. Typical bootstrap methods assume that the statistical population is infinite. When the statistical…

Applications · Statistics 2018-04-17 Tina Nane , Kasper Kooijman

We investigate the performance of model based bootstrap methods for constructing point-wise confidence intervals around the survival function with interval censored data. We show that bootstrapping from the nonparametric maximum likelihood…

Methodology · Statistics 2013-12-24 Bodhisattva Sen , Gongjun Xu

We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization…

Methodology · Statistics 2016-10-25 Henry Lam , Enlu Zhou

Confidence interval procedures used in low dimensional settings are often inappropriate for high dimensional applications. When a large number of parameters are estimated, marginal confidence intervals associated with the most significant…

Methodology · Statistics 2017-02-24 Jean Morrison , Noah Simon
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