Improved Invariant Confidence Intervals for a Normal Variance
نویسندگان
چکیده
منابع مشابه
Improved confidence intervals for quantiles
We derive the Edgeworth expansion for the studentized version of the kernel quantile estimator. Inverting the expansion allows us to get very accurate confidence intervals for the pth quantile under general conditions. The results are applicable in practice to improve inference for quantiles when sample sizes are moderate.
متن کاملImproved Confidence Intervals for the Youden Index
The Youden Index is a summary measurement of the receiver operating characteristic (ROC) curve for the accuracy of a diagnostic test with ordinal or continuous endpoints. The bootstrap confidence interval based on the adjusted proportion estimate was shown to have satisfactory performance among the existing confidence intervals, including the parametric interval via the delta method. In this ar...
متن کاملCoverage Probability of Confidence Intervals for the Normal Mean and Variance with Restricted Parameter Space
Recent articles have addressed the problem to construct the confidence intervals for the mean of a normal distribution where the parameter space is restricted, see for example Wang [Confidence intervals for the mean of a normal distribution with restricted parameter space. Journal of Statistical Computation and Simulation, Vol. 78, No. 9, 2008, 829–841.], we derived, in this paper, analytic exp...
متن کاملHonest Confidence Intervals for the Error Variance in Stepwise Regression
An honest confidence interval for the error variance in a stepwise regression is a one-sided interval that adjusts for the effects of variable selection. The endpoint of this interval may be many times larger than the usual endpoint. Such adjustments are most important when selecting variables from a large number of available predictors, particularly in situations with more available predictors...
متن کاملExplicit Nonparametric Confidence Intervals for the Variance with Guaranteed Coverage
_________________________________________________________________ In this paper, we provide a method for constructing confidence intervals for the variance that exhibit guaranteed coverage probability for any sample size, uniformly over a wide class of probability distributions. In contrast, standard methods achieve guaranteed coverage only in the limit for a fixed distribution or for any sampl...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1991
ISSN: 0090-5364
DOI: 10.1214/aos/1176348384