Showing 1 - 10 of 10
We revisit the problem of sequential fixed-width interval estimation of the mean of a normal population. For a two …
Persistent link: https://www.econbiz.de/10010662315
This paper considered interval estimations for the mean of lognormal distribution with excess zeros. We proposed two …
Persistent link: https://www.econbiz.de/10010709058
We first show that any 1−α bootstrap percentile confidence interval for a proportion based on a binomial random variable has an infimum coverage probability zero for any sample size. This result is then extended to intervals for the difference, the relative risk and the odds ratio of two...
Persistent link: https://www.econbiz.de/10011039817
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
This paper concerns interval estimation for the difference of two dependent proportions. An order on the sample space is constructed using an inductive method; then the smallest one-sided 1−α confidence interval under the order is derived. This interval is admissible under the set inclusion...
Persistent link: https://www.econbiz.de/10011039955
For estimating a bounded normal mean with known variance, we exhibit situations of pronounced discrepancy between the …
Persistent link: https://www.econbiz.de/10011189366
We study the Jeffreys prior of the skewness parameter of a general class of scalar skew-symmetric models. We show that …
Persistent link: https://www.econbiz.de/10011039773
The em algorithm can be used to compute maximum likelihood estimates of model parameters for skew-t mixture models. We show that the intractable expectations needed in the e-step can be written out analytically. These closed form expressions bypass the need for numerical estimation procedures,...
Persistent link: https://www.econbiz.de/10011039827
Bounds for the skewness–kurtosis space corresponding to the skewed generalized t, skewed generalized error, skewed t …
Persistent link: https://www.econbiz.de/10011040102
Fisher’s linear discriminant function might be difficult to estimate, when data come from a semiparametric, finite mixture model. We propose an estimator based on the singular value decomposition of the third standardized cumulant. The estimator is consistent when sampling from a mixture of...
Persistent link: https://www.econbiz.de/10010593928