Search Results - subject:"Coverage probability"

Empirical Likelihood Based Control Charts

Variyath A. M. - In: Economic Quality Control 28 (2013) 1, pp. 37-44

The success of the implementation of control chart depends upon the assumptions made on the distribution of the quality characteristics. If the distributional assumption deviates too much from the true one or if it is misspecified, the performance of the control chart is seriously affected and...

Persistent link: https://www.econbiz.de/10010736076

A note on bootstrap confidence intervals for proportions

Wang, Weizhen - In: Statistics & Probability Letters 83 (2013) 12, pp. 2699-2702

variable has an infimum coverage probability zero for any sample size. This result is then extended to intervals for the …

Persistent link: https://www.econbiz.de/10011039817

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

Comparison of confidence intervals for correlation coefficients based on incomplete monotone samples and those based on listwise deletion

Krishnamoorthy, K. - In: Journal of Multivariate Analysis 114 (2013) C, pp. 378-388

Inferential procedures for estimating and comparing normal correlation coefficients based on incomplete samples with a monotone missing pattern are considered. The procedures are based on the generalized variable (GV) approach. It is shown that the GV methods based on complete or incomplete...

Persistent link: https://www.econbiz.de/10010594245

Simultaneous confidence intervals for multiple comparisons among expected values of log-normal variables

Schaarschmidt, Frank - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 265-275

quantities is recommended because it is superior to all other methods in terms of simultaneous coverage probability and because …

Persistent link: https://www.econbiz.de/10010595079

Fiducial-based tolerance intervals for some discrete distributions

Mathew, Thomas; Young, Derek S. - In: Computational Statistics & Data Analysis 61 (2013) C, pp. 38-49

Fiducial quantities are proposed to construct approximate tolerance limits and intervals for functions of some discrete random variables. Using established fiducial quantities for binomial proportions, Poisson rates, and negative binomial proportions, an approach is demonstrated to handle...

Persistent link: https://www.econbiz.de/10010617236

Generalized prediction intervals for BLUPs in mixed models

Gamage, Jinadasa; Mathew, Thomas; Weerahandi, Samaradasa - In: Journal of Multivariate Analysis 120 (2013) C, pp. 226-233

A prediction interval is derived for the BLUP (Best Linear Unbiased Predictor) in mixed models involving a single random effect of interest, using the generalized inference approach. The resulting prediction interval is referred to as a generalized prediction interval. The solution in the case...

Persistent link: https://www.econbiz.de/10010681789

The higher order likelihood method for the common mean of several log-normal distributions

Lin, S. - In: Metrika 76 (2013) 3, pp. 381-392

In this paper, we discuss interval estimation for the common mean of several heterogeneous log-normal (LN) populations. The proposed procedure is based on a higher order likelihood method. The merits of our proposed method are numerically compared with other three methods with respect to their...

Persistent link: https://www.econbiz.de/10010634333