Related papers: A computed 95% confidence interval does cover the …
Suppose you are told that taking a statin will reduce your risk of a heart attack or stroke by 3% in the next ten years, or that women have better emotional intelligence than men. You may wonder how accurate the 3% is, or how confident we…
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…
The following proposition is justified from several different points of view. If you use P = 0.05 to suggest that you have made a discovery, you will be wrong at least 30 percent of the time. If, as is often the case, experiments are…
Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…
The analysis of experiments on measuring neutron lifetime has been made. The latest most accurate result of measuring neutron lifetime [Phys. Lett. B 605, 72 (2005)] 878.5 \pm 0.8 s differs from the world average value [Phys. Lett. B 667, 1…
One of the major goals of future Cosmic Microwave Background measurements is the accurate determination of the effective number of neutrinos $N_{\rm eff}$. Reaching an experimental sensitivity of $\Delta N_{\rm eff} = 0.013$ could indeed…
Upper limits and confidence intervals are a convenient way to present experimental results. With modern experiments producing more and more data, it is often necessary to reduce the volume of the results for convenient distribution. A…
Conformal prediction (CP) has become a cornerstone of distribution-free uncertainty quantification, conventionally evaluated by its coverage and interval length. This work critically examines the sufficiency of these standard metrics. We…
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 median absolute deviation (MAD) is a robust measure of scale that is simple to implement and easy to interpret. Motivated by this, we introduce interval estimators of the MAD to make reliable inferences for dispersion for a single…
When knowledge is obtained from a database, it is only possible to deduce confidence intervals for probability values. With confidence intervals replacing point values, the results in the set covering model include interval constraints for…
We study the frequentist properties of confidence intervals for the On-Off problem. The methods include all those in common use today. We derive explicit formulas for the limits and calculate the true coverage and the expected lengths of…
The Xi_c+ lifetime is measured using 9.0 fb^{-1} of e+ e- annihilation data collected on and just below the Upsilon(4S) resonance with the CLEO II.V detector at CESR. The Xi_c+ lifetime is measured using an unbinned maximum likelihood fit.…
In this paper, we develop an approach for the exact determination of the minimum sample size for the estimation of a Poisson parameter with prescribed margin of error and confidence level. The exact computation is made possible by reducing…
Estimating the probability of failure for expensive simulations is a central task in reliability analysis for structural design, power grid design, and safety certification, among other areas. This work derives credible intervals on the…
In various high-energy physics contexts, such as neutrino-oscillation experiments, several assumptions underlying the typical asymptotic confidence interval construction are violated, such that one has to resort to computationally expensive…
The article by Hawila & Berg (2023) that is going to be commented presents four relevant problems, apart from other less important ones that are also cited. First, the title is incorrect, since it leads readers to believe that the…
This study aims to evaluate the performance of power in the likelihood ratio test for changepoint detection by bootstrap sampling, and proposes a hypothesis test based on bootstrapped confidence interval lengths. Assuming i.i.d normally…
In this note I go through the `proof' of frequentistic confidence intervals and show what it logically implies concerning the value of a physical quantity given an experimental observation (nothing).
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…