Search Results - subject:"Coverage Probability"

On optimal confidence sets for parameters in discrete distributions

Habiger, Joshua D.; McCann, Melinda H.; Tebbs, Joshua M. - In: Statistics & Probability Letters 83 (2013) 1, pp. 297-303

In discrete distributions, the coverage probability and the expected length of an interval estimator often depend on … the unknown parameter of interest. Some authors have suggested that “good” interval estimators should have mean coverage … probability near the nominal level and small mean expected length, where the mean is taken over all possible values of the …

Persistent link: https://www.econbiz.de/10011039855

Simultaneous fiducial generalized confidence intervals for the successive differences of exponential location parameters under heteroscedasticity

Kharrati-Kopaei, Mahmood; Malekzadeh, Ahad; … - In: Statistics & Probability Letters 83 (2013) 6, pp. 1547-1552

parameters of several exponential distributions with unequal scale parameters, and show that they have correct coverage … probability asymptotically. Our simulation results indicate that our proposed procedure performs better than the procedure of …

Persistent link: https://www.econbiz.de/10011040020

Empirical likelihood for linear transformation models with interval-censored failure time data

Zhang, Zhigang; Zhao, Yichuan - In: Journal of Multivariate Analysis 116 (2013) C, pp. 398-409

models have better performance than the existing normal approximation method based on coverage probability of confidence …

Persistent link: https://www.econbiz.de/10011041904

Outer and inner prediction intervals for order statistics intervals based on current records

Ahmadi, Jafar; Balakrishnan, N. - In: Statistical Papers 53 (2012) 3, pp. 789-802

Persistent link: https://www.econbiz.de/10010848059

Inferences on the ratio of two generalized variances: independent and correlated cases

Jafari, Ali - In: Statistical Methods and Applications 21 (2012) 3, pp. 297-314

Statistical inferences about the dispersion of multivariate population are determined by generalized variance. In this article, we consider constructing a confidence interval and testing the hypotheses about the ratio of two independent generalized variances, and the ratio of two dependent...

Persistent link: https://www.econbiz.de/10010848096

Objective Bayesian analysis of Pareto distribution under progressive Type-II censoring

Fu, Jiayu; Xu, Ancha; Tang, Yincai - In: Statistics & Probability Letters 82 (2012) 10, pp. 1829-1836

In this paper, objective Bayesian analysis of Pareto distributions under progressive Type-II censoring is considered. Three types of noninformative priors (Jeffreys prior, two reference priors and two general forms of second order probability matching prior) are given. We show that one of the...

Persistent link: https://www.econbiz.de/10010597143

Estimation of population proportion in randomized response sampling using weighted confidence interval construction

Chang, Horng-Jinh; Kuo, Mei-Pei - In: Metrika 75 (2012) 5, pp. 655-672

Persistent link: https://www.econbiz.de/10010557911

Estimation of the proportion ratio under a simple crossover trial

Lui, Kung-Jong; Chang, Kuang-Chao - In: Computational Statistics & Data Analysis 56 (2012) 3, pp. 522-530

coverage probability when the number of patients per group is moderate or large. We further note that the interval estimator …

Persistent link: https://www.econbiz.de/10010574453

Multivariate Behrens–Fisher problem with missing data

Krishnamoorthy, K.; Yu, Jianqi - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 141-150

Inference about the difference between two normal mean vectors when the covariance matrices are unknown and arbitrary is considered. Assuming that the incomplete data are of monotone pattern, a pivotal quantity, similar to the Hotelling T2 statistic, is proposed. A satisfactory moment...

Persistent link: https://www.econbiz.de/10010576490

Inference for Cox’s regression models via adjusted empirical likelihood

Zhao, Yichuan; Jinnah, Ali - In: Computational Statistics 27 (2012) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10010539373