Related papers: Coverage errors for Student's t confidence interva…
Generalized t-tests are constructed under weaker than normal conditions. In the first part of this paper we assume only the symmetry (around zero) of the error distribution (i). In the second part we assume that the error distribution is a…
Standard confidence intervals employed in applied statistical analysis are usually based on asymptotic approximations. Such approximations can be considerably inaccurate in small and moderate sized samples. We derive accurate confidence…
The upper bounds on the coverage probabilities of the confidence regions based on blockwise empirical likelihood [Kitamura (1997)] and nonstandard expansive empirical likelihood [Nordman et al. (2013)] methods for time series data are…
The purpose of the present paper is to assess the efficacy of confidence intervals for Rosenthal's fail-safe number. Although Rosenthal's estimator is highly used by researchers, its statistical properties are largely unexplored. First of…
In statistical inference, confidence set procedures are typically evaluated based on their validity and width properties. Even when procedures achieve rate-optimal widths, confidence sets can still be excessively wide in practice due to…
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…
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…
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…
We construct the error distribution of $\rm{^{7}Li}$ abundance measurements for 66 observations (with error bars) used by Spite12 that give $\rm{A(Li)}=2.21 \pm 0.065$ (median and 1$\sigma$ symmetrized error). This error distribution is…
We consider a general regression model, without a scale parameter. Our aim is to construct a confidence interval for a scalar parameter of interest $\theta$ that utilizes the uncertain prior information that a distinct scalar parameter…
Consider a linear regression model with regression parameter beta=(beta_1,..., beta_p) and independent normal errors. Suppose the parameter of interest is theta = a^T beta, where a is specified. Define the s-dimensional parameter vector tau…
We present a new method for constructing a confidence interval for the mean of a bounded random variable from samples of the random variable. We conjecture that the confidence interval has guaranteed coverage, i.e., that it contains the…
The block bootstrap confidence interval based on dependent data can outperform the computationally more convenient normal approximation only with non-trivial Studentization which, in the case of complicated statistics, calls for highly…
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…
Introduction: estimation of confidence intervals (CIs) of binomial proportions has been reviewed more than once but the directional interpretation, distinguishing the overestimation from the underestimation, was neglected while the sample…
I propose a new type of confidence interval for correct asymptotic inference after using data to select a model of interest without assuming any model is correctly specified. This hybrid confidence interval is constructed by combining…
In this paper, we study frequentist coverage errors of Bayesian credible sets for an approximately linear regression model with (moderately) high dimensional regressors, where the dimension of the regressors may increase with but is smaller…
Consider a spherical Poisson Boolean model $Z$ in Euclidean $d$-space with $d \geq 2$, with Poisson intensity $t$ and radii distributed like $rY$ with $r \geq 0$ a scaling parameter and $Y$ a fixed nonnegative random variable with finite…
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…
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…