相关论文: Fletcher-Turek Model Averaged Profile Likelihood C…

We congratulate the authors on their exciting paper, which introduces a novel idea for assessing the estimation bias in causal estimates. Doubly robust estimators are now part of the standard set of tools in causal inference, but a typical…

Several scientific fields including psychology are undergoing a replication crisis. There are many reasons for this problem, one of which is a misuse of p-values. There are several alternatives to p-values, and in this paper we describe a…

Suppose the lifetime of a large sample of batteries in routine use is measured. A confidence interval is computed to 394 plus/minus 1.96 times 4.6 days. The standard interpretation is that if we repeatedly draw samples and compute…

The goal of any estimation study is an interval estimation of a the parameter(s) of interest. These estimations are mostly expressed using empirical confidence intervals that are based on sample point estimates of the corresponding…

We present a novel and easy-to-use method for calibrating error-rate based confidence intervals to evidence-based support intervals. Support intervals are obtained from inverting Bayes factors based on a parameter estimate and its standard…

The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…

A generalization of the classical concordance correlation coefficient (CCC) is considered under a three-level design where multiple raters rate every subject over time, and each rater is rating every subject multiple times at each measuring…

We consider the on-line predictive version of the standard problem of linear regression; the goal is to predict each consecutive response given the corresponding explanatory variables and all the previous observations. We are mainly…

Classically, confidence intervals are required to have consistent coverage across all values of the parameter. However, this will inevitably break down if the underlying estimation procedure is biased. For this reason, many efforts have…

We consider a linear regression model with regression parameter beta =(beta_1, ..., beta_p) and independent and identically N(0, sigma^2)distributed errors. Suppose that the parameter of interest is theta = a^T beta where a is a specified…

What, if anything, should a frequentist say about a single realized confidence interval (CI) and its chance of having covered the parameter? Jerzy Neyman's original answer was to refuse any nondegenerate probability for coverage ex post…

We propose randomized confidence intervals based on the Neyman-Pearson lemma, in order to make them more broadly applicable to distributions that do not satisfy regularity conditions. This is achieved by using the definition of fuzzy…

We consider the problem of setting confidence intervals on a parameter of interest from the maximum-likelihood fit of a physics model to a binned data set with a large number of bins, large event-counts per bin, and in the presence of…

Rating systems are ubiquitous, with applications ranging from product recommendation to teaching evaluations. Confidence intervals for functionals of rating data such as empirical means or quantiles are critical to decision-making in…

Constructing distribution-free confidence intervals for the median, a classic problem in statistics, has seen numerous solutions in the literature. While coverage validity has received ample attention, less has been explored about interval…

There are several estimators of conditional probability from observed frequencies of features. In this paper, we propose using the lower limit of confidence interval on posterior distribution determined by the observed frequencies to…

In many common situations, a Bayesian credible interval will be, given the same data, very similar to a frequentist confidence interval, and researchers will interpret these intervals in a similar fashion. However, no predictable similarity…

We consider a linear regression model with regression parameter beta=(beta_1,...,beta_p) and independent and identically N(0,sigma^2) distributed errors. Suppose that the parameter of interest is theta = a^T beta where a is a specified…

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…

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…