Construction of Confidence Intervals for Distributed Parameter Processes Under Noise

Parameter estimation without confidence intervals?

We greatly appreciate the comments contributed by one of the peer reviewers. Apparently, his comments have clearly sorted out the limitations our article involves. We recognize all the limitations and still, we believe the Diagnosis Procedure Combination (DPC) system in Japan is worth being aware of as a novel medical database in Asia. As for the first point, the DPC database only involves 65.1...

Parameter estimation without confidence intervals?

Fukuhara and Hori’s article [1] reported the possibility of calculating the incidence of spontaneous intracerebral hemorrhage (sICH) using publicly accessible data in Japan. If the method were valid and satisfied statistical assumptions, overcoming the limitation of the source of the data, known as Diagnosis Procedure Combination (DPC) data, this suggestion could be an innovative method. Becaus...

Confidence Intervals for the Binomial Parameter

Computation of confidence intervals for Poisson processes

We present an algorithm which allows a fast numerical computation of Feldman-Cousins confidence intervals for Poisson processes, even when the number of background events is relatively large. This algorithm incorporates an appropriate treatment of the singularities that arise as a consequence of the discreteness of the variable.

On Confidence Intervals for Cyclic Regenerative Processes *

Recently, Sargent and Shanthikumar [5] developed an interesting new variance reduction technique designed to exploit the stochastic structure associated with a cyclic regenerative process. Our purpose here is to study precise conditions under which the confidence intervals proposed in [5] are asymptotically valid. This analysis will provide us with the side benefit of obtaining an optimal way o...