Asymptotically Shortest Confidence Intervals

Shortest Color-Spanning Intervals

ASYMPTOTICALLY EXACT CONFIDENCE INTERVALS OF CUSUM AND CUSUMSQ TESTS: A Numerical Derivation Using Simulation Technique

In testing a structural change, the approximated confidence intervals are conventionally used for CUSUM and CUSUMSQ tests. This paper numerically derives the asymptotically exact confidence intervals of CUSUM and CUSUMSQ tests. It can be easily extended to nonnormal and/or nonlinear models.

How confidence intervals become confusion intervals

BACKGROUND Controversies are common in medicine. Some arise when the conclusions of research publications directly contradict each other, creating uncertainty for frontline clinicians. DISCUSSION In this paper, we review how researchers can look at very similar data yet have completely different conclusions based purely on an over-reliance of statistical significance and an unclear understand...

Asymptotically Valid Confidence Intervals for Quantiles and Values-at-Risk When Applying Latin Hypercube Sampling

Quantiles, which are also known as values-at-risk in finance, are often used as risk measures. Latin hypercube sampling (LHS) is a variance-reduction technique (VRT) that induces correlation among the generated samples in such a way as to increase efficiency under certain conditions; it can be thought of as an extension of stratified sampling in multiple dimensions. This paper develops asymptot...

Probabilistic Intervals of Confidence

Abstract: High accuracy should not be the only goal of classification: information concerning probable alternatives diagnoses, probability of these diagnoses, evaluation of confidence in classification, are also important. Neural models are used just to obtain the winner class but do not provide any justification for their recommendations – they work as black boxes. A method which determine con...