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Confidence distributions: A review

Statistical Methodology, 2015
Abstract A review is provided of the concept confidence distributions . Material covered include: fundamentals, extensions, applications of confidence distributions and available computer software. We expect that this review could serve as a source of reference and encourage further research with respect to confidence distributions.
Sergey Bityukov   +2 more
openaire   +2 more sources

Confidence Bands for the Weibull Distribution

Technometrics, 1975
Based on a random sample from the Weibull population with unknown shape and scale parameters, one- and two-sided confidence bands on the entire cumulative distribution function, and simultaneous confidence intervals for the interval probabilities under the distribution are constructed using Kolmogorov-Smirnov type statistics.
R. Srinivasan, R. M. Wharton
openaire   +2 more sources

Confidence characteristics of distributions

Statistics & Probability Letters, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Distribution‐free confidence intervals

Statistica Neerlandica, 1972
Summary  A general approach for converting a certain class of nonparametric tests into confidence intervals for suitably defined parameters is discussed. The class of tests comprises but is not limited to lineair rank tests for the one‐sample, two‐sample, and linear regression problems.
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Confidence intervals for the parameters of the logistic distribution

Biometrika, 1970
where a and b are location and scale parameters. The range of application of the logistic distribution as a probability model to describe random phenomenon covers such areas as psychosensory response systems, population growth, bioassay, life tests and physiochemical phenomena.
William L. Harkness   +2 more
openaire   +3 more sources

Confidence Regions for Distribution Bounds

IEEE Transactions on Reliability, 1980
This paper considers the problem of constructing an s-confidence region for a pair of parameters which together mark the bounds of a distribution. The problem is solved, and a table provided, for a rectangular distribution; the solution is then generalized.
openaire   +3 more sources

Confidence distributions and related themes

Journal of Statistical Planning and Inference, 2018
Abstract This is the guest editors’ general introduction to a Special Issue of the Journal of Statistical Planning and Inference, dedicated to confidence distributions and related themes. Confidence distributions (CDs) are distributions for parameters of interest, constructed via a statistical model after analysing the data.
Nils Lid Hjort, Tore Schweder
openaire   +2 more sources

Confidence Distribution for the Ability Parameter of the Rasch Model

Psychometrika, 2021
In this paper, we consider the Rasch model and suggest novel point estimators and confidence intervals for the ability parameter. They are based on a proposed confidence distribution (CD) whose construction has required to overcome some difficulties essentially due to the discrete nature of the model. When the number of items is large, the computations
Piero Veronese, Eugenio Melilli
openaire   +4 more sources

Model-averaged confidence distributions

Environmental and Ecological Statistics, 2019
Model averaging is commonly used to allow for model uncertainty in parameter estimation. As well as providing a point estimate that is a natural compromise between the estimates from different models, it also provides confidence intervals with better coverage properties, compared to those based on a single best model.
David Fletcher   +3 more
openaire   +2 more sources

Confidence distributions in statistical inference

AIP Conference Proceedings, 2011
This paper reviews the new methodology for statistical inferences. Point estimators, confidence intervals and p—values are fundamental tools for frequentist statisticians. Confidence distributions, which can be viewed as “distribution estimators”, are often convenient for constructing all of the above statistical procedures and more.
Sergey Bityukov   +6 more
openaire   +2 more sources

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