Showing 1 - 10 of 78
In this paper we estimate the parameters in the stochastic SIS epidemic model by using pseudo-maximum likelihood estimation (pseudo-MLE) and least squares estimation. We obtain the point estimators and <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$100 (1-\alpha )\%$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mn>100</mn> <mo stretchy="false">(</mo> <mn>1</mn> <mo>-</mo> <mi mathvariant="italic">α</mi> <mo stretchy="false">)</mo> <mo>%</mo> </mrow> </math> </EquationSource> </InlineEquation> confidence intervals as well as <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$100...</equationsource></inlineequation></equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010992902
Two-sided confidence intervals for a probability <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$p$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>p</mi> </mrow> </math> </EquationSource> </InlineEquation> under a prescribed confidence level <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$\gamma $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi mathvariant="italic">γ</mi> </mrow> </math> </EquationSource> </InlineEquation> are an elementary tool of statistical data analysis. A confidence interval has two basic quality characteristics: i) exactness, i. e., whether the actual coverage...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010995030
While optimal rates of convergence in L <Subscript>2</Subscript> for spectral regularization estimators in statistical inverse problems have been much studied, the pointwise asymptotics for these estimators have received very little consideration. Here, we briefly discuss asymptotic expressions for bias and variance...</subscript>
Persistent link: https://www.econbiz.de/10010998462
The stress-strength reliability <InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$R=P(YX)$$</EquationSource> </InlineEquation>, where <InlineEquation ID="IEq5"> <EquationSource Format="TEX">$$X$$</EquationSource> </InlineEquation> and <InlineEquation ID="IEq6"> <EquationSource Format="TEX">$$Y$$</EquationSource> </InlineEquation> are independent continuous random variables, has obtained wide attention in many areas of application, such as in engineering statistics and biostatistics. Classical likelihood-based inference about <InlineEquation ID="IEq7"> <EquationSource Format="TEX">$$R$$</EquationSource> </InlineEquation> has been widely...</equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010998481
In this paper some different sorts of confidence intervals are considered for the scale parameter of the Burr type XII distribution based on the upper record values. In this regard, the coverage probability is adopted as a measure of improvement when the endpoints are the same for all types of...
Persistent link: https://www.econbiz.de/10010998489
The current method of determining sample size for confidence intervals does not accommodate multiple covariate adjustment. Under the normality assumption, the effect of multiple covariate adjustment on the standard error of the mean comparison is related to a Hotelling T <Superscript>2</Superscript> statistic. Sample size...</superscript>
Persistent link: https://www.econbiz.de/10010998695
This paper studies maximum likelihood estimates as well as confidence intervals of an M/M/R queue with heterogeneous servers under steady-state conditions. We derive the maximum likelihood estimates of the mean arrival rate and the three unequal mean service rates for an M/M/3 queue with...
Persistent link: https://www.econbiz.de/10010847816
We derive a new algorithm for calculating an exact confidence interval for a parameter of location or scale family, based on a two-sided hypothesis test on the parameter of interest, using some pivotal quantities. We use this algorithm to calculate approximate confidence intervals for the...
Persistent link: https://www.econbiz.de/10010847934
If estimates are based on samples, they should be accompanied by appropriate standard errors and confidence intervals. This is true for scientific research in general, and is even more important if estimates are used to inform and evaluate policy measures such as those aimed at attaining the...
Persistent link: https://www.econbiz.de/10010848410
We derive the Edgeworth expansion for the studentized version of the kernel quantile estimator. Inverting the expansion allows us to get very accurate confidence intervals for the pth quantile under general conditions. The results are applicable in practice to improve inference for quantiles...
Persistent link: https://www.econbiz.de/10010848652