Confidence Sets for a Multivariate Distribution

Screening for a Multivariate Mixture Normal Distribution

Multivariate Normal Distribution and Confidence Ellipses

the Normal Distribution's familiar "bell curve". The latter term can be interpreted as a description of squared of distance (x  between some value of x who's probability is being assessed (along the x axis), and  the center of the probability density distribution, "standardized" by the distribution's known variance 2. It should be noted that f(x) only depends on this single scalar range var...

Using Confidence Distribution Sampling to Visualize Confidence Sets

This paper presents a new sampling-based methodology designed to facilitate the visual analysis of the confidence sets generated by an inference function such as the likelihood. This methodology generates a sample of parameters from a confidence distribution. This distribution is designed so that its probabilities on the parameter space are equal to the asymptotic coverage probabilities of the ...

screening for a multivariate mixture normal distribution

Confidence Sets for Network Structure

Latent variable models are frequently used to identify structure in dichotomous network data, in part because they give rise to a Bernoulli product likelihood that is both well understood and consistent with the notion of exchangeable random graphs. In this article we propose conservative confidence sets that hold with respect to these underlying Bernoulli parameters as a function of any given ...