搜索结果: 1-5 共查到“统计学其他学科 Confidence”相关记录5条 . 查询时间(0.086 秒)
Guaranteed Conservative Fixed Width Confidence Intervals Via Monte Carlo Sampling
Guaranteed Conservative Fixed Width Confidence Intervals Monte Carlo Sampling
2012/9/17
Monte Carlo methods are used to approximate the means,? of random variablesY, whose distributions are not known explicitly. The key idea is that the
average of a random sample,Y1,...,Yn, tends to 礱sn...
Adaptive confidence bands in the nonparametric fixed design regression model
Adaptive confidence bands nonparametric fixed design regression model
2012/9/19
In this note, we consider the problem of existence of adaptive confidence bands in the fixed design regression model, adapting ideas in Hoffmann and Nickl [10] to the present case. In the course of th...
A rigorous lower confidence bound for the expectation of a positive random variable
rigorous lower confidence positive random variable
2009/9/16
Given an IID sample from a positive distribution, we provide a method for constructing rigorous finite sample lower confidence bounds for the expectation of the distribution. The method is based on co...
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...