Asymptotic Properties of the Sequential Empirical ROC, PPV and NPV Curves Under Case-Control Sampling. [PDF]
Ann Stat, 2011 The receiver operating characteristic (ROC) curve, the positive predictive value (PPV) curve and the negative predictive value (NPV) curve are three measures of performance for a continuous diagnostic biomarker.
Koopmeiners JS, Feng Z.
europepmc +2 more sources
Sequential Interval Estimation of a Location Parameter with Fixed Width in the Nonregular Case∗ [PDF]
Sequential Analysis, 2007 For a location-scale parameter family of distributions with a finite support, a sequential confidence interval with a fixed width is obtained for the location parameter, and its asymptotic consistency and efficiency are shown.
Ken-ichi Koike
exaly +2 more sources
Boundary crossing Random Walks, clinical trials and multinomial sequential estimation [PDF]
, 2011 A sufficient condition for the uniqueness of multinomial sequential unbiased estimators is provided generalizing a classical result for binomial samples.
Alessandro Rubba +8 more
core +2 more sources
Ingeniería y Ciencia, 2015 En este trabajo se identificó un modelo en series de tiempo para el control de la tasa de penetración (ROP) en un pozo de referencia denominado V∗∗∗ que pertenece al campo en desarrollo VEL que está ubicado en la cuenca del Valle del Magdalena Medio (VMM)
Henry Daniel Hernández Martínez +1 more
doaj +1 more source
Estimation of Gini Index within Pre-Specied Error Bound [PDF]
, 2015 Gini index is a widely used measure of economic inequality. This article develops a general theory for constructing a confidence interval for Gini index with a specified confidence coefficient and a specified width.
Chattopadhyay, Bhargab +1 more
core +3 more sources
Sparse Conformal Predictors [PDF]
, 2009 Conformal predictors, introduced by Vovk et al. (2005), serve to build prediction intervals by exploiting a notion of conformity of the new data point with previously observed data.
Hebiri, Mohamed
core +5 more sources
Sequential Interval Estimation of a Location Parameter with the Fixed Width in the Uniform Distribution with an Unknown Scale Parameter [PDF]
, 2005 We consider a sequential interval estimation with fixed width of a location parameter θ of a sequence of uniform random variables with unknown scale ξ. A stopping rule is proposed, and its asymptotic properties are investigated. Numerical evaluations are
Akahira Masafumi +3 more
core +1 more source
Rare Event Simulation and Splitting for Discontinuous Random Variables [PDF]
, 2015 Multilevel Splitting methods, also called Sequential Monte-Carlo or \emph{Subset Simulation}, are widely used methods for estimating extreme probabilities of the form $P[S(\mathbf{U}) > q]$ where $S$ is a deterministic real-valued function and $\mathbf{U}
Walter, Clément
core +2 more sources
Estimation of location parameter within pre-specified error bound with second-order efficient two-stage procedure [PDF]
, 2021 This paper develops a general approach for constructing a confidence interval for a parameter of interest with a specified confidence coefficient and a specified width. This is done assuming known a positive lower bound for the unknown nuisance parameter
Banerjee, Swarnali +1 more
core +3 more sources
Sequential Point Estimation of the Location Parameter in the Location-Scale Family of Non-Regular Distributions [PDF]
, 2007 In this paper, we consider sequential estimation of the location parameter based on the midrange in the presence of an unknown scale parameter when the underlying distribution has a bounded support.
Koike Ken-ichi, 小池 健一
core +1 more source