Second Order Approximations for Sequential Point and Interval Estimation

Higher-order approximations for interval estimation in binomial settings

Article history: Received 12 September 2007 Received in revised form 22 February 2009 Accepted 23 March 2009

L ∞ - convergence of saddle - point approximations for second order problems

Point and Interval Estimation for the Burr Type III Distribution

In this paper, we study the estimation problems for the Burr type III distribution based on a complete sample. The maximum likelihood method is used to derive the point estimators of the parameter. An exact confidence interval and an exact joint confidence region for the parameters are constructed. Two numerical examples with real data set and simulated data, are presented to illustrate the met...

Point and interval estimation following a sequential clinical trial

The usual methodology employed in analysis after a sequential clinical trial is based on orderings of the possible samples resulting from the design. However, this approach lacks flexibility for use in wider applications. In this paper two estimation techniques not based on orderings are considered and modified to obtain improved accuracy. A bias-adjusted maximum likelihood estimate together wi...

Bayesian Estimation of DSGE Models: Lessons from Second-order Approximations

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