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In this paper, we discuss asymptotic infimum coverage probability (ICP) of eight widely used confidence intervals for proportions, including the Agresti–Coull (A–C) interval (Am Stat 52:119–126, <CitationRef CitationID="CR2">1998</CitationRef>) and the Clopper–Pearson (C–P) interval (Biometrika 26:404–413, <CitationRef CitationID="CR5">1934</CitationRef>). For the A–C...</citationref></citationref>
Persistent link: https://www.econbiz.de/10010995032
Recursive formulas are provided for computing probabilities of a multinomial distribution. Firstly, a recursive formula is provided for computing rectangular probabilities which include the cumulative distribution function as a special case. These rectangular probabilities can be used to provide...
Persistent link: https://www.econbiz.de/10010949802
It is widely recognized that measurement errors often exist in practice and may considerably affect the performance of control charts in some cases. Measurement error variability has uncertainty which may be originated from several sources. Recently, Chakraborty and Khurshid [3] studied the...
Persistent link: https://www.econbiz.de/10011015846
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We reassess exchange rate prediction using a wider set of models that have been proposed in the last decade. The performance of these models is compared against two reference specifications-purchasing power parity and the sticky-price monetary model. The models are estimated in first-difference...
Persistent link: https://www.econbiz.de/10005263978
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We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to the policy variable of interest. We provide sufficient conditions to identify the causal effect of the policy by exploiting covariates related to the policy only through the...
Persistent link: https://www.econbiz.de/10012849027
With count-valued outcomes y in {0,1,...,M} identification and estimation of average treatment effects raise no special considerations beyond those involved in the continuous-outcome case. If partial identification of the distribution of treatment effects is of interest, however, count-valued...
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