scholarly journals On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities

1996 ◽  
Vol 48 (3) ◽  
pp. 497-507 ◽  
Author(s):  
Nitis Mukhopadhyay ◽  
Sujay Datta
Keyword(s):  
Confidence Intervals ◽  
Second Order ◽  
Coverage Probabilities ◽  
The Mean

scholarly journals Coverage versus Confidence

2021 ◽  
Vol 23 ◽  
Author(s):  
Peyton Cook
Keyword(s):  
Confidence Interval ◽  
Confidence Intervals ◽  
Negative Binomial Distribution ◽  
Binomial Distribution ◽  
Coverage Probability ◽  
Negative Binomial ◽  
Asymptotic Confidence Interval ◽  
Population Proportion ◽  
Coverage Probabilities ◽  
The Mean

This article is intended to help students understand the concept of a coverage probability involving confidence intervals. Mathematica is used as a language for describing an algorithm to compute the coverage probability for a simple confidence interval based on the binomial distribution. Then, higher-level functions are used to compute probabilities of expressions in order to obtain coverage probabilities. Several examples are presented: two confidence intervals for a population proportion based on the binomial distribution, an asymptotic confidence interval for the mean of the Poisson distribution, and an asymptotic confidence interval for a population proportion based on the negative binomial distribution.

scholarly journals A New Generator of Probability Models: The Exponentiated Sine-G Family for Lifetime Studies

Entropy ◽  
2021 ◽  
Vol 23 (11) ◽  
pp. 1394
Author(s):  
Mustapha Muhammad ◽  
Huda M. Alshanbari ◽  
Ayed R. A. Alanzi ◽  
Lixia Liu ◽  
Waqas Sami ◽  
...  
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Confidence Intervals ◽  
Likelihood Estimation ◽  
Quantile Function ◽  
Weibull Model ◽  
Mean Square ◽  
Reliability Parameter ◽  
Coverage Probabilities ◽  
The Mean

In this article, we propose the exponentiated sine-generated family of distributions. Some important properties are demonstrated, such as the series representation of the probability density function, quantile function, moments, stress-strength reliability, and Rényi entropy. A particular member, called the exponentiated sine Weibull distribution, is highlighted; we analyze its skewness and kurtosis, moments, quantile function, residual mean and reversed mean residual life functions, order statistics, and extreme value distributions. Maximum likelihood estimation and Bayes estimation under the square error loss function are considered. Simulation studies are used to assess the techniques, and their performance gives satisfactory results as discussed by the mean square error, confidence intervals, and coverage probabilities of the estimates. The stress-strength reliability parameter of the exponentiated sine Weibull model is derived and estimated by the maximum likelihood estimation method. Also, nonparametric bootstrap techniques are used to approximate the confidence interval of the reliability parameter. A simulation is conducted to examine the mean square error, standard deviations, confidence intervals, and coverage probabilities of the reliability parameter. Finally, three real applications of the exponentiated sine Weibull model are provided. One of them considers stress-strength data.

Simultaneous Confidence Intervals for Ratios with Applications to the Comparison of Several Treatments with a Control

2004 ◽  
Vol 43 (05) ◽  
pp. 465-469 ◽  
Author(s):  
F. Bretz ◽  
V. Guiard ◽  
L. A. Hothorn ◽  
G. Dilba
Keyword(s):  
Confidence Intervals ◽  
Coefficient Of Variation ◽  
Control Group ◽  
Confidence Sets ◽  
Simultaneous Confidence Intervals ◽  
Coverage Probabilities ◽  
Balanced Designs ◽  
The Mean ◽  
T Distribution ◽  
Multivariate T

Summary Objectives: In this article, we illustrate and compare exact simultaneous confidence sets with various approximate simultaneous confidence intervals for multiple ratios as applied to many-to-one comparisons. Quite different datasets are analyzed to clarify the points. Methods: The methods are based on existing probability inequalities (e.g., Bonferroni, Slepian and Šidàk), estimation of nuisance parameters and re-sampling techniques. Exact simultaneous confidence sets based on the multivariate t-distribution are constructed and compared with approximate simultaneous confidence intervals. Results: It is found that the coverage probabilities associated with the various methods of constructing simultaneous confidence intervals (for ratios) in many-to-one comparisons depend on the ratios of the coefficient of variation for the mean of the control group to the coefficient of variation for the mean of the treatments. If the ratios of the coefficients of variations are less than one, the Bonferroni corrected Fieller confidence intervals have almost the same coverage probability as the exact simultaneous confidence sets. Otherwise, the use of Bonferroni intervals leads to conservative results. Conclusions: When the ratio of the coefficient of variation for the mean of the control group to the coefficient of variation for the mean of the treatments are greater than one (e.g., in balanced designs with increasing effects), the Bonferroni simultaneous confidence intervals are too conservative. Therefore, we recommend not using Bonferroni for this kind of data. On the other hand, the plug-in method maintains the intended confidence coefficient quite satisfactorily; therefore, it can serve as the best alternative in any case.

Visualizing the Variance of a Random Variable

2011 ◽  
Vol 18 (01) ◽  
pp. 71-85
Author(s):  
Fabrizio Cacciafesta
Keyword(s):  
Stochastic Dominance ◽  
Mean Absolute Error ◽  
Random Variable ◽  
Absolute Error ◽  
Second Order ◽  
Taylor Formula ◽  
Order Stochastic Dominance ◽  
The Mean ◽  
Second Order Stochastic Dominance ◽  
Options Theory

We provide a simple way to visualize the variance and the mean absolute error of a random variable with finite mean. Some application to options theory and to second order stochastic dominance is given: we show, among other, that the "call-put parity" may be seen as a Taylor formula.

Drift Forces on a Floating Body of Simple Geometry Due to Second Order Interactions Between Pairs of Harmonics With Different Frequencies

2009 ◽  
Author(s):  
Joa˜o Pessoa ◽  
Nuno Fonseca ◽  
C. Guedes Soares
Keyword(s):  
Vertical Cylinder ◽  
Vertical Axis ◽  
Second Order ◽  
The Body ◽  
Floating Body ◽  
Order Problem ◽  
Simple Geometry ◽  
The Mean ◽  
Order Quantities ◽  
Drift Forces

The paper presents an investigation of the slowly varying second order drift forces on a floating body of simple geometry. The body is axis-symmetric about the vertical axis, like a vertical cylinder with a rounded bottom and a ratio of diameter to draft of 3.25. The hydrodynamic problem is solved with a second order boundary element method. The second order problem is due to interactions between pairs of incident harmonic waves with different frequencies, therefore the calculations are carried out for several difference frequencies with the mean frequency covering the whole frequency range of interest. Results include the surge drift force and pitch drift moment. The results are presented in several stages in order to assess the influence of different phenomena contributing to the global second order responses. Firstly the body is restrained and secondly it is free to move at the wave frequency. The second order results include the contribution associated with quadratic products of first order quantities, the total second order force, and the contribution associated to the free surface forcing.

scholarly journals Natural convection of Bingham fluids in rectangular cross-sectional cylindrical annuli with differentially heated vertical walls

2019 ◽  
Vol 29 (1) ◽  
pp. 43-77 ◽  
Author(s):  
Sahin Yigit ◽  
Nilanjan Chakraborty
Keyword(s):  
Boundary Condition ◽  
Nusselt Number ◽  
Natural Convection ◽  
Yield Stress ◽  
Thermal Transport ◽  
Second Order ◽  
Bingham Fluids ◽  
Cross Sectional ◽  
Content Type ◽  
The Mean

PurposeThis paper aims to numerically analyse natural convection of yield stress fluids in rectangular cross-sectional cylindrical annular enclosures. The laminar steady-state simulations have been conducted for a range of different values of normalised internal radius (ri/L1/8 to 16, whereLis the difference between outer and inner radii); aspect ratio (AR=H/Lfrom 1/8 to 8 whereHis the enclosure height); and nominal Rayleigh number (Rafrom 103to 106) for a single representative value of Prandtl number (Pris 500).Design/methodology/approachThe Bingham model has been used to mimic the yield stress fluid motion, and numerical simulations have been conducted for both constant wall temperature (CWT) and constant wall heat flux (CWHF) boundary conditions for the vertical side walls. The conservation equations of mass, momentum and energy have been solved in a coupled manner using the finite volume method where a second-order central differencing scheme is used for the diffusive terms and a second-order up-wind scheme is used for the convective terms. The well-known semi-implicit method for pressure-linked equations algorithm is used for the coupling of the pressure and velocity.FindingsIt is found that the mean Nusselt number based on the inner peripheryNu¯iincreases (decreases) with an increase inRa(Bn) due to augmented buoyancy (viscous) forces irrespective of the boundary condition. The ratio of convective to diffusive thermal transport increases with increasingri/Lfor both Newtonian (i.e.Bn= 0) and Bingham fluids regardless of the boundary condition. Moreover, the mean Nusselt numberNu¯inormalised by the corresponding Nusselt number due to pure conductive transport (i.e.Nu¯i/(Nu¯i)cond) shows a non-monotonic trend with increasingARin the CWT configuration for a given set of values ofRa,Pr,Lifor both Newtonian (i.e.Bn= 0) and Bingham fluids, whereasNu¯i/(Nu¯i)condincreases monotonically with increasingARin the CWHF configuration. The influences of convective thermal transport strengthen while thermal diffusive transport weakens with increasingAR, and these competing effects are responsible for the non-monotonicNu¯i/(Nu¯i)condvariation withARin the CWT configuration.Originality/valueDetailed scaling analysis is utilised to explain the observed influences ofRa,BN,ri/LandAR, which along with the simulation data has been used to propose correlations forNu¯i.

scholarly journals Assessment of decrease in renal function associated with hypothyroidism

2021 ◽  
Vol 12 (1) ◽  
pp. 275-286
Author(s):  
Ayesha Ammar ◽  
Kahkashan Bashir Mir ◽  
Sadaf Batool ◽  
Noreen Marwat ◽  
Maryam Saeed ◽  
...  
Keyword(s):  
Renal Function ◽  
Confidence Interval ◽  
Creatinine Clearance ◽  
Confidence Intervals ◽  
Standard Error ◽  
Radioactive Iodine ◽  
T Test ◽  
Euthyroid State ◽  
Significant Difference ◽  
The Mean

Objective: Study was aimed to see the effects of hypothyroidism on GFR as a renal function. Material and methods: Total of Fifty-eight patients were included in the study. Out of those forty-eight patients were female and the rest were male. Out of fifty eight patients, fifty three patients were of thyroid cancer in which hypothyroidism was due to discontinuation of thyroxine before the administration of radioactive iodine for Differentiated thyroid cancer.Moreover, remaining five patients were post radioactive iodine treatment (for hyperthyroidism) hypothyroid. All of the patients were above eighteen years of age with TSH value > 30µIU/ml. Pregnant and lactating females were excluded.Renal function tests (urea/creatinine, creatinine clearance) and serum electrolytes followed by Tc-99m-DTPA renal scan for GFR assessment (GATES’ method) were carried out in all subjects twice during the study, One study during hypothyroid state (TSH > 30 µIU/ml) and other during euthyroid state (TSH between 0.4 to 4µ IU/ml). The results of Student’s t-test showed significant difference in renal functions (Urea, creatinine, creatinine clearance, GFR values) in euthyroid state and hypothyroid state (p-value <0.05). RESULTS: In case of creatinine the paired t test reveal the mean 1.014±0.428, with standard error of 0.669 within 95% confidence interval, for creatinine clearance 80.11±14.12 with standard error of 1.94 within 95% confidence intervals, for urea the mean 28±12.13 with standard error of 1.607 within 95% confidence intervals and for GFR for individual kidney is 38.056±8.56 with standard error of 1.3717 within 95% confidence interval. There was no difference in the outcome of the 2 groups. Conclusion: Hypothyroidism impairs renal function to a significant level and hence needs to be prevented and corrected as early as possible.

Sign in / Sign up

Export Citation Format

Share Document