منابع مشابه
Confidence intervals for half-life deviations from Purchasing Power Parity
According to Rogoff (1995), Purchasing Power Parity (PPP) fits well one empirical feature of the data, namely the high short-run volatility of real exchange rates, but also implies that shocks should die away in one to two years (the time interval compatible with price and wage stickiness). However, existing point estimates of half-life deviations from PPP are in the order of 3 to 5 years. This...
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A new way of defining limits in classical statistics is presented. This is a natural extension of the original Neyman’s method, and has the desirable property that only information relevant to the problem is used in making statistical inferences. The result is a strong restriction on the allowed confidence bands, excluding in full generality pathologies as empty confidence regions or unstable s...
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I discuss a number of issues which arise when computing confidence limits by frequentist or Bayesian methods. I begin with a reminder why P(hypothesis data) cannot be determined if the only input is the ‘objective’ data. I then discuss confidence intervals, with emphasis on the ‘unified approach’ based on likelihood-ratio ordering, and related methods. A number of issues arise, including condit...
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Confidence intervals have a long history and have become an indispensable tool in statistical applications. The computation of confidence intervals for a mean based on normal (large sample) theory is straightforward and readily available in the SAS system through such procedures as PROC ANOV A and PROC GLM. For the case of small samples and non-normal distributions, however, normal theory based...
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A statistical classification algorithm and its application to language identification from noisy input are described. The main innovation is to compute confidence limits on the classification, so that the algorithm terminates when enough evidence to make a clear decision has been made, and so avoiding problems with categories that have similar characteristics. A second application, to genre ide...
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ژورنال
عنوان ژورنال: Rinsho yakuri/Japanese Journal of Clinical Pharmacology and Therapeutics
سال: 1972
ISSN: 1882-8272,0388-1601
DOI: 10.3999/jscpt.3.45