Setting confidence intervals for bounded parameters
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چکیده
منابع مشابه
[Setting Confidence Intervals for Bounded Parameters]: Comment
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The estimation of signal frequency count in the presence of background noise has had much recent discussion in the physics literature, and Mandelkern [1] brings the core issues to the statistical community, in turn leading to extensive discussion by statisticians. The primary focus in [1] and in the discussion rests on confidence interval procedures. We discuss various anomalies and misleading ...
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In many practical applications in various areas, such as engineering, science and social science, it is known that there exist bounds on the values of unknown parameters. For example, values of some measurements for controlling machines in an industrial process, weight or height of subjects, blood pressures of patients and retirement ages of public servants. When interval estimation is consider...
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SUMMARY Consider an urn which has N K balls, of which M K are white and labeled by numbers. The first part of this paper deals with sequential bounded length confidence intervals for the mean value of the white balls. The stopping rules are similar to those of Chow and Robbins (1965), but since almost sure convergence is ruled out, the observations are dependent, and M K , N K may not be known,...
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SUMMARY To compare proportions with several independent binomial samples, we recommend a method of constructing simultaneous confidence intervals that uses the studentized range distribution with a score statistic. It applies to a variety of measures, including the difference of proportions, odds ratio, and relative risk. For the odds ratio, a simulation study suggests that the method has cover...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 2002
ISSN: 0883-4237
DOI: 10.1214/ss/1030550859