Results 271 to 280 of about 782,515 (314)

Robust Confidence Intervals for the Bernoulli Parameter [PDF]

open access: possibleCommunications in Statistics - Theory and Methods, 2009
Despite the simplicity of the Bernoulli process, developing good confidence interval procedures for its parameter—the probability of success p—is deceptively difficult. The binary data yield a discrete number of successes from a discrete number of trials, n.
Sin-Long Liu   +2 more
openaire   +1 more source

A Robust Confidence Interval for Location

Technometrics, 1987
Robust estimation procedures have been the subject of a large number of comparative studies. Less attention has been paid to confidence intervals and tests based on these procedures and to cases in which the underlying distribution is nonsymmetric. This article investigates the properties of just one interval M estimator of location.
Charles E. du Mond, Russell V. Lenth
openaire   +2 more sources

Robust confidence interval for the variance

Journal of Statistical Computation and Simulation, 1999
In this paper six confidence intervals for the variance of a distribution are proposed. Extensive simulation study is performed to evaluate the performance of the intervals. A confidence interval based on an L-estimate of scale is found to be robust; in otherwords, regardless of the sample size and the distribution considered in the study, its actual ...
S. Jeyaratnam, Abdelrahim M. Barham
openaire   +2 more sources

Robust generalized confidence intervals

Communications in Statistics - Simulation and Computation, 2016
ABSTRACTMost interval estimates are derived from computable conditional distributions conditional on the data.
Shifeng Xiong, Weiyan Mu
openaire   +2 more sources

Model robust confidence intervals

Journal of Statistical Planning and Inference, 1982
Abstract Confidence intervals are constructed for real-valued parameter estimation in a general regression model with normal errors. When the error variance is known these intervals are optimal (in the sense of minimizing length subject to guaranteed probability of coverage) among all intervals estimates which are centered at a linear estimate of the
J. Sacks   +3 more
openaire   +2 more sources

Robust multiple confidence intervals for contrasts

Computational Statistics & Data Analysis, 1997
Abstract This paper showns that multiple confidence intervals for all pairwise differences of the effects according to Tukey can be calculated with robust M-estimators just as in the classical case using the quantiles of the studentized range distribution.
Martin Bachmaier, Manfred Precht
openaire   +2 more sources

Confidence intervals based on robust regression

Journal of Statistical Planning and Inference, 2003
In this paper, we consider constructing reliable confidence intervals for regression parameters using robust M-estimation allowing for the possibility of time series correlation among the errors. The change of variance function is used to approximate the theoretical coverage for confidence intervals based on uncorrelated errors.
Julie Zhou, Chris Field
openaire   +2 more sources

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