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An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters
Tyralis, Hristos
;
Koutsoyiannis, Demetris
;
Kozanis, Stefanos
- In:
Computational Statistics
28
(
2013
)
4
,
pp. 1501-1527
We derive a new algorithm for calculating an exact confidence interval for a parameter of location or
scale
family
…
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