Related papers: Simple Buehler-optimal confidence intervals on the…
We provide Buehler-optimal one-sided and some valid two-sided confidence intervals for the average success probability of a possibly inhomogeneous fixed length Bernoulli chain, based on the number of observed successes. Contrary to some…
The estimation of a probability p from repeated Bernoulli trials is considered in this paper. A sequential approach is followed, using a simple stopping rule. A closed-form expression and an upper bound are obtained for the mean absolute…
What, if anything, should a frequentist say about a single realized confidence interval (CI) and its chance of having covered the parameter? Jerzy Neyman's original answer was to refuse any nondegenerate probability for coverage ex post…
We construct exact confidence intervals for the average treatment effect in randomized experiments with binary outcomes using sequences of randomization tests. Our approach does not rely on large-sample approximations and is valid for all…
We propose an optimal sequential methodology for obtaining confidence intervals for a binomial proportion $\theta$. Assuming that an i.i.d. random sequence of Benoulli($\theta$) trials is observed sequentially, we are interested in…
We analyse the asymptotic behaviour of the probability of observing the expected number of successes at each stage of a sequence of nested Bernoulli trials. Our motivation is the attempt to give a genuinely frequentist interpretation to the…
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…
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…
While useful probability bounds for $n$ pairwise independent Bernoulli random variables adding up to at least an integer $k$ have been proposed in the literature, none of these bounds are tight in general. In this paper, we provide several…
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…
A Bernoulli scheme with unequal harmonic success probabilities is investigated, together with some of its natural extensions. The study includes the number of successes over some time window, the times to (between) successive successes and…
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…
One can consider $\mu$-Martin-L\"of randomness for a probability measure $\mu$ on $2^{\omega}$, such as the Bernoulli measure $\mu_p$ given $p \in (0, 1)$. We study Bernoulli randomness of sequences in $n^{\omega}$ with parameters $p_0,…
Confidence sequences are confidence intervals that can be sequentially tracked, and are valid at arbitrary data-dependent stopping times. This paper presents confidence sequences for a univariate mean of an unknown distribution with a known…
Given a stream of Bernoulli random variables, consider the problem of estimating the mean of the random variable within a specified relative error with a specified probability of failure. Until now, the Gamma Bernoulli Approximation Scheme…
This paper revisits the simple, but empirically salient, problem of inference on a real-valued parameter that is partially identified through upper and lower bounds with asymptotically normal estimators. A simple confidence interval is…
Discovery problems often require deciding whether additional sampling is needed to detect all categories whose prevalence exceeds a prespecified threshold. We study this question under a Bernoulli product (incidence) model, where categories…
Confidence limits are common place in physics analysis. Great care must be taken in their calculation and use, especially in cases of limited statistics when often one-sided limits are quoted. In order to estimate the stability of the…
We propose confidence sequences -- sequences of confidence intervals which are valid uniformly over time -- for quantiles of any distribution over a complete, fully-ordered set, based on a stream of i.i.d. observations. We give methods both…
Sometimes, we do not use a maximum likelihood estimator of a probability but it's a smoothed estimator in order to cope with the zero frequency problem. This is often the case when we use the Naive Bayes classifier. Laplace smoothing is a…