DETERMINING FREQUENTIST CONFIDENCE LIMITS USING A DIRECTED PARAMETER SPACE SEARCH

Determining Parameter Limits in Traffic Crash Reconstruction Using Limited Data

Quantities used in crash reconstruction often have inherent variation and a single value is not appropriate. A common way to overcome this deficiency is to use a range. This paper will present a technique, based on sampling statistics, to determine a range in a logical and mathematically consistent fashion. If the parameter in question is normally distributed, then the Student-t and χ2 (chi-squ...

Frequentist analysis of the parameter space of minimal supergravity

We make a frequentist analysis of the parameter space of minimal supergravity (mSUGRA), in which, as well as the gaugino and scalar soft supersymmetry-breaking parameters being universal, there is a specific relation between the trilinear, bilinear and scalar supersymmetrybreaking parameters, A0 = B0 +m0, and the gravitino mass is fixed by m3/2 = m0. We also consider a more general model, in wh...

Confidence Distribution, the Frequentist Distribution Estimator of a Parameter: A Review

In frequentist inference, we commonly use a single point (point estimator) or an interval (confidence interval/“interval estimator”) to estimate a parameter of interest. A very simple question is: Can we also use a distribution function (“distribution estimator”) to estimate a parameter of interest in frequentist inference in the style of a Bayesian posterior? The answer is affirmative, and con...

Frequentist parameter estimation

Efficient Coverage Directed State Space Search