Results 21 to 30 of about 3,336,575 (289)
Confidence regions for high quantiles of a heavy tailed distribution
Estimating high quantiles plays an important role in the context of risk management. This involves extrapolation of an unknown distribution function. In this paper we propose three methods, namely, the normal approximation method, the likelihood ratio ...
Peng, Liang, Qi, Yongcheng
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Continuous record Laplace-based inference about the break date in structural change models [PDF]
Building upon the continuous record asymptotic framework recently introduced by Casini and Perron (2018a) for inference in structural change models, we propose a Laplace-based (Quasi-Bayes) procedure for the construction of the estimate and confidence ...
Casini, Alessandro, Perron, Pierre
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A new distribution-free approach to constructing the confidence region for multiple parameters. [PDF]
Construction of confidence intervals or regions is an important part of statistical inference. The usual approach to constructing a confidence interval for a single parameter or confidence region for two or more parameters requires that the distribution ...
Zhiqiu Hu, Rong-Cai Yang
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Markov Chain Monte Carlo confidence intervals
For a reversible and ergodic Markov chain $\{X_n,n\geq0\}$ with invariant distribution $\pi$, we show that a valid confidence interval for $\pi(h)$ can be constructed whenever the asymptotic variance $\sigma^2_P(h)$ is finite and positive.
Atchadé, Yves F.
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ESTIMATING COMMON PARAMETERS OF DIFFERENT CONTINUOUS DISTRIBUTIONS [PDF]
Estimating a common parameter is the most essential and quite fascinating task across various probability distributions. This article addresses the challenge of estimating this parameter through the application of Maximum Likelihood Estimation (MLE ...
Abbarapu Ashok , Nadiminti Nagamani
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Confidence interval estimation of gamma distribution lifetime data using score and bootstrap methods
Confidence interval estimation of parameters determines the value interval, which is calculated based on statistical measurements and has specific estimates probability that contains the actual parameters.
Larasati Larasati +2 more
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On Fixed-Accuracy Confidence Intervals for the Parameters of Lindley Distribution and Its Extensions
The purpose of the present paper is to deal with sequential estimation of the parameter θ in a Lindley distribution. A fixed-accuracy confidence interval for θ with a preassigned confidence coefficient is developed.
Sudeep Bapat +2 more
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Confidence regions for the multinomial parameter with small sample size [PDF]
Consider the observation of n iid realizations of an experiment with d>1 possible outcomes, which corresponds to a single observation of a multinomial distribution M(n,p) where p is an unknown discrete distribution on {1,...,d}. In many applications, the
Blyth C. R. +3 more
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ABSTRACT Background The Improving Population Outcomes for Renal Tumours of childhood (IMPORT) is a prospective clinical observational study capturing detailed demographic and outcome data on children and young people diagnosed with renal tumours in the United Kingdom and the Republic of Ireland.
Naomi Ssenyonga +56 more
wiley +1 more source
Confidence intervals for means of positively skewed distributions [PDF]
The objective of this study is to compare interval estimation methods for population means of positively skewed distributions. The estimation methods are the interval estimation method with student-t statistics, the interval estimation method with ...
Weerawan Sakdajivacharoen +1 more
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