Related papers: A computed 95% confidence interval does cover 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…
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…
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…
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…
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…
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…
Expected coverage and expected length of 90% upper and lower limit and 68.27% central intervals are plotted as functions of the true signal for various values of expected background. Results for several objective priors are shown, and…
We compare several confidence intervals after model selection in the setting recently studied by Berk et al. [Ann. Statist. 41 (2013) 802-837], where the goal is to cover not the true parameter but a certain nonstandard quantity of interest…
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…
Normalised citation counts are routinely used to assess the average impact of research groups or nations. There is controversy over whether confidence intervals for them are theoretically valid or practically useful. In response, this…
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…
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…
There is sustained and widespread interest in understanding the limit, if any, to the human lifespan. Apart from its intrinsic and biological interest, changes in survival in old age have implications for the sustainability of social…
Fidelity estimation for entangled states constitutes an essential building block for quality control and error detection in quantum networks. Nonetheless, quantum networks often encounter heterogeneous and correlated noise, leading to…
Confidence intervals are a popular way to visualize and analyze data distributions. Unlike p-values, they can convey information both about statistical significance as well as effect size. However, very little work exists on applying…
When computing a confidence interval for a binomial proportion p one must choose between using an exact interval, which has a coverage probability of at least 1-{\alpha} for all values of p, and a shorter approximate interval, which may…
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…
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 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…
In an empirical Bayes analysis, we use data from repeated sampling to imitate inferences made by an oracle Bayesian with extensive knowledge of the data-generating distribution. Existing results provide a comprehensive characterization of…