CONFIDENCE SEQUENCES FOR MEAN, VARIANCE, AND MEDIAN
نویسندگان
چکیده
منابع مشابه
Fuzzy Confidence Intervals for Mean of Fuzzy Random Variables
This article has no abstract.
متن کاملCoverage Probability of Confidence Intervals for the Normal Mean and Variance with Restricted Parameter Space
Recent articles have addressed the problem to construct the confidence intervals for the mean of a normal distribution where the parameter space is restricted, see for example Wang [Confidence intervals for the mean of a normal distribution with restricted parameter space. Journal of Statistical Computation and Simulation, Vol. 78, No. 9, 2008, 829–841.], we derived, in this paper, analytic exp...
متن کاملA Simple Confidence Interval for the Median
Large sample confidence intervals often have the form Dn ± z1−α/2 SE(Dn) whereDn is an estimator of the parameter and P (Z ≤ zα) = α when Z has a normal N(0,1) distribution. Replacing z1−α/2 by tp,1−α/2 can be viewed as multiplying z1−α/2 SE(Dn) by a finite sample correction factor tp,1−α/2/z1−α/2 in order to improve the performance of the interval for small sample sizes. This technique is used...
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BACKGROUND Usually the researchers performing meta-analysis of continuous outcomes from clinical trials need their mean value and the variance (or standard deviation) in order to pool data. However, sometimes the published reports of clinical trials only report the median, range and the size of the trial. METHODS In this article we use simple and elementary inequalities and approximations in ...
متن کاملMean - Variance
We provide a new characterization of mean-variance hedging strategies in a general semimartingale market. The key point is the introduction of a new probability measure P ⋆ which turns the dynamic asset allocation problem into a myopic one. The minimal martingale measure relative to P ⋆ coincides with the variance-optimal martin-gale measure relative to the original probability measure P .
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 1967
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.58.1.66