Random Weighting Estimation of One-sided Confidence Intervals in Discrete Distributions
نویسندگان
چکیده
This paper presents a new random weighting method for estimation of one-sided confidence intervals in discrete distributions. It establishes random weighting estimations for the Wald and Score intervals. Based on this, a theorem of coverage probability is rigorously proved by using the Edgeworth expansion for random weighting estimation of the Wald interval. Experimental results demonstrate that the proposed random weighting method can effectively estimate one-sided confidence intervals, and the estimation accuracy is much higher than that of the bootstrap method. DOI: 10.4018/978-1-4666-3634-7.ch006
منابع مشابه
Random Weighting Estimation of Poisson Distributions
This paper presents a new random weighting method for estimation of Poisson distributions. A theory is established for random weighting estimation of the population parameters of two Poisson distributions with partially missing data. The strong convergence of the random weighting estimation is rigorously proved under the condition of 1 1 E X (0 1) . The random weighting estimation...
متن کاملExact maximum coverage probabilities of confidence intervals with increasing bounds for Poisson distribution mean
A Poisson distribution is well used as a standard model for analyzing count data. So the Poisson distribution parameter estimation is widely applied in practice. Providing accurate confidence intervals for the discrete distribution parameters is very difficult. So far, many asymptotic confidence intervals for the mean of Poisson distribution is provided. It is known that the coverag...
متن کاملOn small-sample confidence intervals for parameters in discrete distributions.
The traditional definition of a confidence interval requires the coverage probability at any value of the parameter to be at least the nominal confidence level. In constructing such intervals for parameters in discrete distributions, less conservative behavior results from inverting a single two-sided test than inverting two separate one-sided tests of half the nominal level each. We illustrate...
متن کاملPlugin Confidence Intervals in Discrete Distributions
The standard Wald interval is widely used in applications and textbooks because of its elementary motivation and simplicity of computation. It has been shown in several recent papers that the Wald interval suffers from a serious systematic negative bias in its coverage probability. In this article we propose confidence intervals in Binomial, Negative Binomial and Poisson distributions which hav...
متن کاملInference on limiting availability of a one - unit repairable system
We consider a one-unit repairable system under continuous monitoring and a perfect repair policy, with instantaneous commencement of repair and installation to operation. For arbitrary continuous failure time and repair time distributions, we study the problems of point estimation, one-sided confidence interval estimation and hypothesis testing for the limiting availability, based on a random s...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- IJIMR
دوره 1 شماره
صفحات -
تاریخ انتشار 2011