Adaptive multigroup confidence intervals with constant coverage
نویسندگان
چکیده
منابع مشابه
Exact maximum coverage probabilities of confidence intervals with increasing bounds for Poisson distribution mean
A Poisson distribution is well used as a standard model for analyzing count data. So the Poisson distribution parameter estimation is widely applied in practice. Providing accurate confidence intervals for the discrete distribution parameters is very difficult. So far, many asymptotic confidence intervals for the mean of Poisson distribution is provided. It is known that the coverag...
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 کاملAdaptive Markov Chain Monte Carlo Confidence Intervals
In Adaptive Markov Chain Monte Carlo (AMCMC) simulation, classical estimators of asymptotic variances are inconsistent in general. In this work we establish that despite this inconsistency, confidence interval procedures based on these estimators remain consistent. We study two classes of confidence intervals, one based on the standard Gaussian limit theory, and the class of so-called fixed-b c...
متن کاملSimultaneous adjustment of bias and coverage probabilities for confidence intervals
A new method is proposed for the correction of confidence intervals when the original interval does not have the correct nominal coverage probabilities in the frequentist sense. The proposed method is general and does not require any distributional assumptions. It can be applied to both frequentist and Bayesian inference where interval estimates are desired. We provide theoretical results for t...
متن کاملImproving Coverage Accuracy of Block Bootstrap Confidence Intervals
The block bootstrap confidence interval based on dependent data can outperform the computationally more convenient normal approximation only with non-trivial Studentization which, in the case of complicated statistics, calls for highly specialist treatment. We propose two different approaches to improving the accuracy of the block bootstrap confidence interval under very general conditions. The...
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: Biometrika
سال: 2018
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asy009