Advanced Statistics: Bootstrapping Confidence Intervals for Statistics with "Difficult" Distributions
نویسندگان
چکیده
منابع مشابه
Distribution Free Confidence Intervals for Quantiles Based on Extreme Order Statistics in a Multi-Sampling Plan
Extended Abstract. Let Xi1 ,..., Xini ,i=1,2,3,....,k be independent random samples from distribution $F^{alpha_i}$، i=1,...,k, where F is an absolutely continuous distribution function and $alpha_i>0$ Also, suppose that these samples are independent. Let Mi,ni and M'i,ni respectively, denote the maximum and minimum of the ith sa...
متن کاملConfidence Intervals and the New Statistics
Most readers understand that 57% is our best estimate of true support for the President, in the population from which the pollster sampled, and that the 2% margin of error (MOE) tells us that the estimate is, most likely, not more than 2% from the true value. In other words, values inside the interval [55, 59], as marked by the error bars in Figure 1, are the most plausible for the true value. ...
متن کاملEfficient Calculation of Jackknife Confidence Intervals for Rank Statistics
An algorithm is presented for calculating concordance-discordance totals in a time of order N logN , where N is the number of observations, using a balanced binary search tree. These totals can be used to calculate jackknife estimates and confidence limits in the same time order for a very wide range of rank statistics, including Kendall’s tau, Somers’ D, Harrell’s c, the area under the receive...
متن کاملConfidence intervals for rank statistics: Somers’ D and extensions
Somers’ D is an asymmetric measure of association between two variables, which plays a central role as a parameter behind rank or “non–parametric” statistical methods. Given a predictor variable X and an outcome variable Y , we may estimate DY X as a measure of the effect of X on Y , or we may estimate DXY as a performance indicator of X as a predictor of Y . The somersd package allows the esti...
متن کاملConfidence intervals for spectral mean and ratio statistics
We propose a new method to construct confidence intervals for spectral mean and related ratio statistics of a stationary process, that avoids direct estimation of their asymptotic variances. By introducing a bandwidth, a self-normalization procedure is adopted and the distribution of the new statistic is asymptotically nuisance-parameter free. The bandwidth is chosen using information criteria ...
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: Academic Emergency Medicine
سال: 2005
ISSN: 1069-6563,1553-2712
DOI: 10.1111/j.1553-2712.2005.tb01958.x