相关论文: A New Exact Confidence Interval for the Difference…

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…

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…

Estimating the difference between two binomial proportions will be investigated, where Bayesian, frequentist and fiducial (BFF) methods will be considered. Three vague priors will be used, the Jeffreys prior, a divergence prior and the…

The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…

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…

Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…

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…

We introduce a new framework for creating point-wise confidence intervals for the distribution of event times for current status data. Existing methods are based on asymptotics. Our framework is based on binomial properties and motivates…

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…

This paper revisits the classical problem of interval estimation of a binomial proportion under Huber contamination. Our main result derives the rate of optimal interval length when the contamination proportion is unknown under a local…

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…

This paper revisits the simple, but empirically salient, problem of inference on a real-valued parameter that is partially identified through upper and lower bounds with asymptotically normal estimators. A simple confidence interval is…

The current standard for confidence interval construction in the context of a possibly misspecified model is to use an interval based on the sandwich estimate of variance. These intervals provide asymptotically correct coverage, but…

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…

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…

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…

Introduction: estimation of confidence intervals (CIs) of binomial proportions has been reviewed more than once but the directional interpretation, distinguishing the overestimation from the underestimation, was neglected while the sample…

The behaviors of various confidence/credible interval constructions are explored, particularly in the region of low statistics where methods diverge most. We highlight a number of challenges, such as the treatment of nuisance parameters,…

We discuss a new method for setting limits on small signals in the presence of background noise. The method is based on a combination of a two dimensional confidence region and the large sample approximation to the likelihood ratio test…

This paper proposes a decorrelation-based approach to test hypotheses and construct confidence intervals for the low dimensional component of high dimensional proportional hazards models. Motivated by the geometric projection principle, we…