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Showing 1 to 8 of 8 for “"Asymptotic Confidence Intervals"”.
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Wald Confidence Intervals for a Single Poisson Parameter and Binomial Misclassification Parameter When the Data is Subject to Misclassification
… Next, we invert the Wald statistics to get asymptotic confidence intervals for Poisson rate parameter and false-negative rate parameter. The coverage and width properties for various sample size and parameter configurations are studied via a simulation study. Finally, we apply the MLEs and …
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Two New Classes of Generalized Modified Weibull Distributions with Application to Lifetime Data
… by using method of maximum likelihood, asymptotic confidence intervals and applications using real data.</p>
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Generalized Classes of Distributions with Applications to Income and Lifetime Data
… likelihood technique, Fisher information and asymptotic confidence intervals are given. Maximum likelihood estimation of the parameters of the exponentiated Kumaraswamy-Dagum distribution for censored data is constructed. Real data examples are presented to illustrate the usefulness and …
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On estimating the reliability in a multicomponent system based on progressively-censored data from Chen distribution
… - the maximum likelihood estimators, their asymptotic distributions, asymptotic confidence intervals, bootstrap-based confidence intervals - are also developed. A simulation study and a real-world data analysis are provided to illustrate the proposed procedures. The size of the test, …
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PRACTICAL INVESTIGATIONS ON BAYESIAN INVERSE PROBLEMS
… Classical methods provide point estimates and confidence intervals which are asymptotically justified. As the computational power increased, however, ractitioners and researchers looked for better uncertainty quantification. The usual asymptotic confidence intervals gave way to full …
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Estimating the Hausdorff dimension
… the relative entropy estimator, which is asymptotically unbiased and is consistent. The estimator is asymptotically normal, and asymptotic confidence intervals are presented. An estimate of the variance of the estimator is given which does not depend on the dimension, or its estimate, …
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Cross product ratio under different sampling schemes and zero truncated negative binomial weighted Weibull distribution with applications
… case of the Direct- Inverse sampling scheme. Asymptotic confidence intervals for the cross-product ratio ρ are constructed. Closeness of the confidence coefficient to the nominal confidence level is our main evaluation criterion, and we use the Monte-Carlo method to investigate the key …
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Essays in Econometrics
… generated regressors retains some key asymptotic efficiency and robustness properties. A simulation study illustrates that these robustness properties allow IPT estimators to be insensitive to the choice of tuning parameter. The second chapter concerns semiparametric moment condition …