Results 291 to 300 of about 683,774 (325)

Robust Confidence Intervals for the Bernoulli Parameter

Communications 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.
Wheyming Tina Song, Chia-Jung Chang, Sin-Long Liu   +2 more
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Model Robust Confidence Intervals Using Maximum Likelihood Estimators

International Statistical Review / Revue Internationale de Statistique, 1986
Summary: Standard large-sample confidence intervals about a maximum likelihood estimator \({\hat \theta}\) are two-thirds robust; i.e. when the parametric model is imperfect \({\hat \theta}\) often remains consistent and asymptotically normal. The confidence intervals are invalidated only because the third necessary condition, consistency of the ...
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Approximate Confidence Intervals for a Robust Scale Parameter

Psychometrika, 1980
A recent paper by Wainer and Thissen has renewed the interest in Gini’s mean difference, G, by pointing out its robust characteristics. This note presents distribution-free asymptotic confidence intervals for its population value, γ, in the one sample case and for the difference Δ = (γ1 − γ2) in the two sample situations. Both procedures are based on a
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Robust regression and small sample confidence intervals

Journal of Statistical Planning and Inference, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A note on exact robust confidence intervals for location

Biometrika, 1979
SUMMARY The use of a simple permutation argument to set exact confidence limits for the location parameter of a symmetric distribution is described. The argument is applied to estimates based on original observations and on ranks and to M-estimates. Some key word8: Exact confidence limit; Location estimate; M-estimate; Ranks; Robustness.
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ROBUST CONFIDENCE INTERVALS IN LINEAR REGRESSION

2011
Sağlam regresyon yöntemlerine ilişkin çok sayıda çalışma olmasına rağmen, regresyon parametrelerinin sağlam güven aralığına ve testlerine ilişkin çalışmalar az sayıdadır. Bu çalışmaların çoğu da konum parametresinin güven aralığı üzerinedir. Bu çalışmada, doğrusal regresyon analizinde normallikten sapmalar ve aykırı değer varlığında, parametre ...
ÇETİN, Meral, KAVRUK, Tuba
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Robust confidence interval for a residual standard deviation

Journal of Applied Statistics, 2005
Abstract The residual standard deviation of a general linear model provides information about predictive accuracy that is not revealed by the multiple correlation or regression coefficients. The classic confidence interval for a residual standard deviation is hypersensitive to minor violations of the normality assumption and its robustness does not ...
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Confidence Interval Robustness with Long-Tailed Symmetric Distributions

Journal of the American Statistical Association, 1976
Abstract A variety of 95-percent confidence interval procedures have been examined in some detail using Monte Carlo techniques. These estimators were tried on simulated samples of sizes 10 and 20 from a spectrum of distributions ranging from the Gaussian to the long-tailed Cauchy.
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Robust Sequential Confidence Intervals for the Behrens–Fisher Problem^*

Calcutta Statistical Association Bulletin, 1971
Summary The problem of providing a bounded length (sequential) confidence interval for the median of a symmetric (but otherwise unknown) distribution based on a general class of one-sample rank-order statistics was investigated in (Sen & Ghosh, 1971).
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Robust confidence intervals for Hodges–Lehmann median difference [PDF]

, 2007
The cendif module is part of the somersd package, and calculates confidence intervals for the Hodges–Lehmann median difference between values of a variable in two subpopulations. The traditional Lehmann formula, unlike the formula used by cendif, assumes that the two subpopulation distributions are different only in location, and that the ...
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