Related papers: Coverage errors for Student's t confidence interva…
Our interest is whether two binomial parameters differ, which parameter is larger, and by how much. This apparently simple problem was addressed by Fisher in the 1930's, and has been the subject of many review papers since then. Yet there…
Consider panel data modelled by a linear random intercept model that includes a time-varying covariate. Suppose that we have uncertain prior information that this covariate is exogenous. We present a new confidence interval for the slope…
For toxicology studies, the validation of the concurrent control group by historical control data (HCD) has become requirements. This validation is usually done by historical control limits (HCL), which should cover the observations of the…
We present improved numerical approximations to the exact Poissonian confidence limits for small numbers n of observed events following the approach of Gehrels (1986). Analytic descriptions of all parameters used in the approximations are…
Consider a one-way analysis of covariance model. Suppose that the parameter of interest theta is a specified linear contrast of the expected responses, for a given value of the covariate. Also suppose that the inference of interest is a…
We consider the problem of constructing honest confidence intervals (CIs) for a scalar parameter of interest, such as the regression discontinuity parameter, in nonparametric regression based on kernel or local polynomial estimators. To…
Classical frequentist approaches to inference for the lasso emphasize exact coverage for each feature, which requires debiasing and severs the connection between confidence intervals and the original lasso estimates. To address this, in…
New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…
Recent advances in quasi-Monte Carlo integration have shown that for linearly scrambled digital net estimators, the convergence rate can be dramatically improved by taking the median rather than the mean of multiple independent replicates.…
Let $\Delta(x)$ denote the error term in the Dirichlet divisor problem, and $E(T)$ the error term in the asymptotic formula for the mean square of $|\zeta(1/2+it)|$. If $E^*(t) = E(t) - 2\pi\Delta^*(t/2\pi)$ with $\Delta^*(x) = -\Delta(x) +…
Extremes occur in stationary regularly varying time series as short periods with several large observations, known as extremal blocks. We study cluster statistics summarizing the behavior of functions acting on these extremal blocks.…
We correct some errors in the two papers published with the above title in Class. Quant. Grav. 19 (2002). In particular, the correct prescription for computing the probabilities is given, in that appropriate normalization factors are…
Tolerance intervals provide bounds that contain a specified proportion of a population with a given confidence level, yet their construction remains challenging when parametric assumptions fail or sample sizes are small. Traditional…
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,…
A lower bound on the minimum error probability for multihypothesis testing is established. The bound, which is expressed in terms of the cumulative distribution function of the tilted posterior hypothesis distribution given the observation…
Kundu and Gupta (2007, Metrika, 65, 159 - 170) provided the analysis of Type-I hybrid censored competing risks data, when the lifetime distribution of the competing causes of failures follow exponential distribution. In this paper we…
We study the fundamental problem of estimating the mean of a $d$-dimensional distribution with covariance $\Sigma \preccurlyeq \sigma^2 I_d$ given $n$ samples. When $d = 1$, \cite{catoni} showed an estimator with error $(1+o(1)) \cdot…
Let $N(t)$ denote the eigenvalue counting funtion of the Laplacian on a compact surface of constant nonnegative curvature, with or without boundary. We define a refined asymptotic formula $\tilde{N}(t)=At+Bt^{1/2}+C$, where the constants…
The statistical analysis of cosmological data often assumes a Gaussian sampling distribution and relies on covariance matrices estimated from simulations. In this setting, the likelihood function of the data is not Gaussian but is instead a…
For estimating a lower bounded location or mean parameter for a symmetric and logconcave density, we investigate the frequentist performance of the $100(1-\alpha)%$ Bayesian HPD credible set associated with priors which are truncations of…