搜索结果: 16-26 共查到“管理学 intervals”相关记录26条 . 查询时间(0.07 秒)
In this paper, we develop a general theory on the coverage probability of random inter-
vals defined in terms of discrete random variables with continuous parameter spaces. The
theory shows that the...
On the frequentist coverage of Bayesian credible intervals for lower bounded means
Bayesian credible sets restricted parameter space frequentist coverage probability logconcavity
2009/9/16
For estimating a lower bounded location or mean parameter for a symmetric and logconcave density, we investigate the frequentist performance of the $100(1-alpha)%$ Bayesian HPD credible set associated...
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Concentration inequalities exact confidence intervals fractional Brownian motion Hurst parameter
2009/9/16
In this short note, we show how to use concentration inequalities in order to build exact confidence intervals for the Hurst parameter associated with a one-dimensional fractional Brownian motion.
Functional asymptotic confidence intervals for a common mean of independent random variables
Lindeberg's condition symmetric random variable Student statistic Student process Wiener process functional central limit theorem
2009/9/16
We consider independent random variables (r.v.'s) with a common mean $mu$ that either satisfy Lindeberg's condition, or are symmetric around $mu$. Present forms of existing functional central limit th...
Asymptotic Confidence Intervals Based on M-procedures in One- and Two-sample Models
asymptotics confidence region M-estimators robustness
2009/3/9
Asymptotic confidence intervals of location parameters are proposed in one- and two-sample models. These are robust procedures based on scale-invariant M-statistics. The one-sample procedures have the...
AsympTest: an R package for performing parametric statistical tests and confidence intervals based on the central limit theorem
parametric tests and confidence intervals central limit theorem R package
2010/3/18
This paper describes an R package implementing large sample tests and confidence
intervals (based on the central limit theorem) for various parameters. The one and
two sample mean and variance conte...
Functional asymptotic confidence intervals for a common mean of independent random variables
Lindeberg’s condition symmetric random variable Student statistic Student process Wiener process
2010/3/17
We consider independent random variables (r.v.’s) with a common
mean μ that either satisfy Lindeberg’s condition, or are symmetric
around μ. Present forms of existing functional central limit theore...
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Concentration Inequalities Exact confidence intervals Fractional Brownian motion Hurst parameter
2010/3/17
In this short note, we show how to use concentration inequalities in order to build exact
confidence intervals for the Hurst parameter associated with a one-dimensional fractional Brownian motion.
The Asymptotic Efficiency of Improved Prediction Intervals
Asymptotic efficiency estimative prediction limit improvedprediction limit
2010/3/17
Barndorff-Nielsen and Cox (1994, p.319) modify an estimative
prediction limit to obtain an improved prediction limit with better coverage properties.
Kabaila and Syuhada (2008) present a simulation-...
In this short preliminary note I apply the methodology of gametheoretic
probability to calculating non-asymptotic confidence intervals
for the coefficient of a simple first order scalar autoregressi...
Bootstrapping confidence intervals for the change-point of time series
confidence intervals block bootstrap mixing change in mean
2010/4/29
We study an AMOC time series model with an abrupt change in the mean and
dependent errors that fulfill certain mixing conditions. We obtain confidence intervals
for the unknown change-point via boot...