Confidence intervals in regression utilizing prior information
نویسندگان
چکیده
منابع مشابه
Confidence intervals for the normal mean utilizing prior information
Abstract: We consider X1,X2, . . . , Xn that are independent and identically N(μ, σ) distributed random variables. Suppose that the parameter of interest is μ and also suppose that we have uncertain prior information that μ/σ is close to 0. Our aim is to find a frequentist 1 − α confidence interval for μ that utilizes this prior information. Pratt and Brown, Casella and Hwang have described suc...
متن کاملN ov 2 00 7 Confidence intervals for the normal mean utilizing prior information
Consider X 1 , X 2 ,. .. , X n that are independent and identically N(µ, σ 2) distributed. Suppose that we have uncertain prior information that µ = 0. We answer the question: to what extent can a frequentist 1−α confidence interval for µ utilize this prior information?
متن کاملConfidence Intervals for Nonparametric Regression
In non-parametric function estimation, providing a confidence interval with the right coverage is a challenging problem. This is especially the case when the underlying function has a wide range of unknown degrees of smoothness. Here we propose two methods of constructing an average coverage confidence interval built from block shrinkage estimation methods. One is based on the James-Stein shrin...
متن کاملConfidence regions and intervals in nonlinear regression ∗
This lecture presents some methods which we can apply in searching for confidence regions and intervals for true values of regression parameters. The nonlinear regression models with independent and identically distributed errors and Lp norm estimators are discussed.
متن کاملConfidence intervals for nonlinear regression extrapolation
The various methods of confidence intervals construction for nonlinear regression are considered. The new method named Ž . by a method of associated simulation the AS-method is proposed. Using computerized simulation, it is shown on the example that only two methods, the bootstrap and the AS-method, give a satisfactory accuracy. The advantage of the AS-method is the speed. In comparison with th...
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: Journal of Statistical Planning and Inference
سال: 2009
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2009.03.018