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For the quantification of QoE, subjects often provide individual rating scores on certain rating scales which are then aggregated into Mean Opinion Scores (MOS). From the observed sample data, the expected value is to be estimated. While…

Methodology · Statistics 2018-06-05 Tobias Hossfeld , Poul E. Heegaard , Martin Varela , Lea Skorin-Kapov

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…

Statistics Theory · Mathematics 2015-07-30 Hannes Leeb , Benedikt M. Pötscher , Karl Ewald

Constructing valid inferential methods for constrained parameters in normal and Poisson distributions represents two fundamental and important problems in applied statistics, for which there is currently no unified framework for statistical…

Methodology · Statistics 2026-04-13 Hezhi Lu , Qijun Wu

In adaptive clinical trials, the conventional confidence interval (CI) for a treatment effect is prone to undesirable properties such as undercoverage and potential inconsistency with the final hypothesis testing decision. Accordingly, as…

Consider a finite sample from an unknown distribution over a countable alphabet. Unobserved events are alphabet symbols which do not appear in the sample. Estimating the probabilities of unobserved events is a basic problem in statistics…

Statistics Theory · Mathematics 2022-11-08 Amichai Painsky

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…

Applications · Statistics 2021-10-05 Thomas J. DiCiccio , David M. Ritzwoller , Joseph P. Romano , Azeem M. Shaikh

This paper studies the power properties of confidence intervals (CIs) for a partially-identified parameter of interest with an interval identified set. We assume the researcher has bounds estimators to construct the CIs proposed by Stoye…

Econometrics · Economics 2024-10-23 Federico A. Bugni , Mengsi Gao , Filip Obradovic , Amilcar Velez

Turing's estimator allows one to estimate the probabilities of outcomes that either do not appear or only rarely appear in a given random sample. We perform a simulation study to understand the finite sample performance of several related…

Statistics Theory · Mathematics 2025-03-19 Jie Chang , Michael Grabchak , Jialin Zhang

INTRODUCTION: Wald's, the likelihood ratio (LR) and Rao's score tests and their corresponding confidence intervals (CIs), are the three most common estimators of parameters of Generalized Linear Models. On finite samples, these estimators…

Methodology · Statistics 2021-03-19 André Gillibert , Jacques Bénichou , Bruno Falissard

In the analysis of survey data it is of interest to estimate and quantify uncertainty about means or totals for each of several non-overlapping subpopulations, or areas. When the sample size for a given area is small, standard confidence…

Methodology · Statistics 2018-09-26 Kyle Burris , Peter Hoff

Confidence interval (CI) methods for stratified bilateral studies use intraclass correlation to avoid misleading results. In this article, we propose four CI methods (sample-size weighted global MLE-based Wald-type CI, complete MLE-based…

Methodology · Statistics 2023-03-27 Wanqing Tian , Chang-Xing Ma

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…

Statistics Theory · Mathematics 2015-03-11 Måns Thulin

Practical or scientific considerations often lead to selecting a subset of parameters as ``important.'' Inferences about those parameters often are based on the same data used to select them in the first place. That can make the reported…

Methodology · Statistics 2019-06-04 Yoav Benjamini , Yotam Hechtlinger , Philip B. Stark

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…

Statistics Theory · Mathematics 2010-11-29 Xinjia Chen

Adaptive experiment designs can dramatically improve statistical efficiency in randomized trials, but they also complicate statistical inference. For example, it is now well known that the sample mean is biased in adaptive trials.…

Machine Learning · Statistics 2021-02-16 Vitor Hadad , David A. Hirshberg , Ruohan Zhan , Stefan Wager , Susan Athey

Estimation using pooled sampling has long been an area of interest in the group testing literature. Such research has focused primarily on the assumed use of fixed sampling plans (i), although some recent papers have suggested alternative…

Statistics Theory · Mathematics 2017-03-27 Gregory Haber , Yaakov Malinovsky , Paul Albert

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…

Statistics Theory · Mathematics 2020-11-05 Erik Learned-Miller , Philip S. Thomas

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…

Methodology · Statistics 2019-03-11 Wojciech Zieliński

We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates. Given nonparametric smoothness and/or shape restrictions on the conditional…

Applications · Statistics 2022-10-04 Timothy B. Armstrong , Michal Kolesár

Measurements are generally collected as unilateral or bilateral data in clinical trials or observational studies. For example, in ophthalmology studies, the primary outcome is often obtained from one eye or both eyes of an individual. In…

Methodology · Statistics 2021-11-01 Kejia Wang , Chang-Xing Ma