相关论文: Intervalles de confiance pour une proportion : les…

The Clopper-Pearson confidence interval has ever been documented as an exact approach in some statistics literature. More recently, such approach of interval estimation has been introduced to probabilistic control theory and has been…

Introductory texts on statistics typically only cover the classical "two sigma" confidence interval for the mean value and do not describe methods to obtain confidence intervals for other estimators. The present technical report fills this…

Suppose that X_1,X_2,...,X_n are independent and identically Bernoulli(theta) distributed. Also suppose that our aim is to find an exact confidence interval for theta that is the intersection of a 1-\alpha/2 upper confidence interval and a…

The Poisson probability distribution is frequently encountered in physical science measurements. In spite of the simplicity and familiarity of this distribution, there is considerable confusion among physicists concerning the description of…

This short study presents an opportunistic approach to a (more) reliable validation method for prediction uncertainty average calibration. Considering that variance-based calibration metrics (ZMS, NLL, RCE...) are quite sensitive to the…

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…

I present a critical review of techniques for estimating confidence intervals on binomial population proportions inferred from success counts in small-to-intermediate samples. Population proportions arise frequently as quantities of…

We propose and study three confidence intervals (CIs) centered at an estimator that is intentionally biased to reduce mean squared error. The first CI simply uses an unbiased estimator's standard error; compared to centering at the unbiased…

We study the frequentist properties of confidence intervals computed by the method known to statisticians as the Profile Likelihood. It is seen that the coverage of these intervals is surprisingly good over a wide range of possible…

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…

Conformal prediction (CP) is a method for constructing a prediction interval around the output of a fitted model, whose validity does not rely on the model being correct--the CP interval offers a coverage guarantee that is…

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…

We provide Buehler-optimal one-sided and some valid two-sided confidence intervals for the average success probability of a possibly inhomogeneous fixed length Bernoulli chain, based on the number of observed successes. Contrary to some…

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…

Confidence intervals are a popular way to visualize and analyze data distributions. Unlike p-values, they can convey information both about statistical significance as well as effect size. However, very little work exists on applying…

The evaluation of the error to be attributed to cut efficiencies is a common question in the practice of experimental particle physics. Specifically, the need to evaluate the efficiency of the cuts for background removal, when they are…

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…

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…

Point estimation of class prevalences in the presence of data set shift has been a popular research topic for more than two decades. Less attention has been paid to the construction of confidence and prediction intervals for estimates of…

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…