This research is a follow-up of Utama (2022) on asymptotic distribution an estimator for variance function compound periodic Poisson with the power trend. The objectives this are (i) to formulate confidence interval process trend and (ii) prove convergence 1-α probability parameter included in interval. begins review existing formulation its distribution. Next, formulated determined. After obta...

Many scientific investigations depend on obtaining data-driven, accurate, robust and computationally-tractable parameter estimates. In the face of unavoidable intrinsic variability, there are different algorithmic approaches, prior assumptions and fundamental principles for computing point and interval estimates. Efficient and reliable parameter estimation is critical in making inference about ...

The problem of estimation of the parameters of complex sinusoids in complex white noise arises in many fields. Although many papers appeared in the last twenty years dealing with the estimation of the complex sinusoids, not much attention has been paid to obtain the confidence intervals of the unknown parameters, without which the estimation may not make much sense. Recently Rao and Zhao (1993)...

This paper considers the simple step-stress model from the Marshall-Olkin generalized exponential distribution when there is time constraint on the duration of the experiment. The maximum likelihood equations for estimating the parameters assuming a cumulative exposure model with lifetimes as the distributed Marshall Olkin generalized exponential are derived. The likelihood equations do not lea...

Often we are interested in the largest root of an autoregressive process. Available methods rely on inverting t-tests to obtain confidence intervals. However, for large autoregressive roots, t-tests do not approximate asymptotically uniformly most powerful tests and do not have optimality properties when inverted for confidence intervals. We exploit the relationship between the power of tests a...

I propose a new confidence interval for the difference between two binomial probabilities that requires only the solution of a quadratic equation. The procedure is based one estimating the variance of the observed difference at the boundaries of the confidence interval, and uses least squares estimation rather than maximum likelihood as previously suggested. The proposed procedure is non-iterat...