Related papers: On the Confidence Interval for the parameter of Po…
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…
We study perpetuities of a special type related to the size-biased distributions. Necessary and sufficient conditions of their existence and uniqueness are obtained. A crucial point in proving all results is a close connection between…
The notion of confidence distribution (CD), an entirely frequentist concept, is in essence a Neymanian interpretation of Fisher's Fiducial distribution. It contains information related to every kind of frequentist inference. In this…
We provide adaptive confidence intervals on a parameter of interest in the presence of nuisance parameters when some of the nuisance parameters have known signs. The confidence intervals are adaptive in the sense that they tend to be short…
We compute the limiting distribution, as n approaches infinity, of the number of cycles of length between gamma n and delta n in a permutation of [n] chosen uniformly at random, for constants gamma, delta such that 1/(k+1) <= gamma < delta…
The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…
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 Poisson-binomial distribution is useful in many applied problems in engineering, actuarial science, and data mining. The Poisson-binomial distribution models the distribution of the sum of independent but not identically distributed…
In previous papers, threshold probabilities for the properties of a random distance graph to contain strictly balanced graphs were found. We extend this result to arbitrary graphs and prove that the number of copies of a strictly balanced…
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…
Confidence intervals for a binomial parameter or for the ratio of Poisson means are commonly desired in high energy physics (HEP) applications such as measuring a detection efficiency or branching ratio. Due to the discreteness of the data,…
The paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in…
The object of this paper is to study and develop a Poisson distribution in generalized Wright function form.
A number of recent studies have estimated the inter-galactic void probability function and investigated its departure from various random models. We study a family of parametric statistical models based on gamma distributions, which do give…
There are some real life issues that are exists in nature which has early failure. This type of problems can be modelled either by a complex distribution having more than one parameter or by finite mixture of some distribution. In this…
A great deal of inference in statistics is based on making the approximation that a statistic is normally distributed. The error in doing so is generally $O(n^{-1/2})$ and can be very considerable when the distribution is heavily biased or…
We extend a recently established asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The new results show that the maximum likelihood estimators of all model parameters have asymptotically…
In this paper, we derive an explicit sample size formula based a mixed criterion of absolute and relative errors for estimating means of Poisson random variables.
We consider the problem of estimating the parameters in a pairwise graphical model in which the distribution of each node, conditioned on the others, may have a different parametric form. In particular, we assume that each node's…
In this paper, the $\rho$ meson impact parameter dependent parton distributions and the impact parameter dependent form factors are introduced and discussed. By employing a Gaussian form wave packet, we calculate the impact parameter…