相关论文: A comparison of methods for confidence intervals

The new Belle phi_3/gamma measurement arXiv:hep-ex/0604054, based on Dalitz analysis of D -> Kshort pi+ pi- in B+- -> D(*) K(*)+- decays, uses likelihood ratio ordering to set confidence intervals in phi_3 and the r,delta parameters. This…

We consider the confidence interval centered on a frequentist model averaged estimator that was proposed by Buckland, Burnham & Augustin (1997). In the context of a simple testbed situation involving two linear regression models, we derive…

The widely used proportional hazard assumption cannot be assessed reliably in small-scale clinical trials and might often in fact be unjustified, e.g. due to delayed treatment effects. An alternative to the hazard ratio as effect measure is…

Empirical likelihood is a well-known nonparametric method in statistics and has been widely applied in statistical inference. The method has been employed by Lu and Peng (2002) to constructing confidence intervals for the tail index of a…

The widely claimed replicability crisis in science may lead to revised standards of significance. The customary frequentist confidence intervals, calibrated through hypothetical repetitions of the experiment that is supposed to have…

Nonparametric two-stage procedures to construct fixed-width confidence intervals are studied to quantify uncertainty. It is shown that the validity of the random central limit theorem (RCLT) accompanied by a consistent and asymptotically…

We consider the estimation of rare-event probabilities using sample proportions output by naive Monte Carlo or collected data. Unlike using variance reduction techniques, this naive estimator does not have a priori relative efficiency…

Consider a two-by-two factorial experiment with more than 1 replicate. Suppose that we have uncertain prior information that the two-factor interaction is zero. We describe new simultaneous frequentist confidence intervals for the 4…

Prediction intervals are commonly used in meta-analysis with random-effects models. One widely used method, the Higgins-Thompson-Spiegelhalter prediction interval, replaces the heterogeneity parameter with its point estimate, but its…

Whereas confidence intervals are used to assess uncertainty due to unmeasured individuals, confounding intervals can be used to assess uncertainty due to unmeasured attributes. Previously, we have introduced a methodology for computing…

We consider reusing established non-probabilistic output analyses (either forward or backwards) that yield over-approximations of a program's pre-image or image relation, e.g., interval analyses. We assume a probability measure over the…

Estimating the probability of the binomial distribution is a basic problem, which appears in almost all introductory statistics courses and is performed frequently in various studies. In some cases, the parameter of interest is a difference…

In this paper, we propose considering an exact likelihood score (ELS) test for non-inferiority comparison and we derive its test-based confidence interval for the difference between two independent binomial proportions. The p-value for this…

In statistical practice, whether a Bayesian or frequentist approach is used in inference depends not only on the availability of prior information but also on the attitude taken toward partial prior information, with frequentists tending to…

The Lorenz curve portrays the inequality of income distribution. In this article, we develop three modified empirical likelihood (EL) approaches including adjusted empirical likelihood, transformed empirical likelihood, and transformed…

Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…

The frequentist method of simulated minimum distance (SMD) is widely used in economics to estimate complex models with an intractable likelihood. In other disciplines, a Bayesian approach known as Approximate Bayesian Computation (ABC) is…

In this paper, we propose a novel association measure for longitudinal studies based on the traditional definition of relative risk. In a Markovian fashion, such a proposal takes into account the information content regarding the previous…

The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the folded normal distribution and the Kullback--Leibler from the normal and half normal distributions are approximated using…

As neural networks become more popular, the need for accompanying uncertainty estimates increases. There are currently two main approaches to test the quality of these estimates. Most methods output a density. They can be compared by…