اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدImproving Point and Interval Estimates of Monotone Functions by Rearrangement
121
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Suppose that a target function is monotonic, namely, weakly increasing, and an available original estimate of this target function is not weakly increasing. Rearrangements, univariate and multivariate, transform the original estimate to a monotonic estimate that always lies closer in common metrics to the target function. Furthermore, suppose an original simultaneous confidence interval, which covers the target function with probability at least $1-alpha$, is defined by an upper and lower end-point functions that are not weakly increasing. Then the rearranged confidence interval, defined by the rearranged upper and lower end-point functions, is shorter in length in common norms than the original interval and also covers the target function with probability at least $1-alpha$. We demonstrate the utility of the improved point and interval estimates with an age-height growth chart example.
قيم البحث
اقرأ أيضاً
Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the target function is available, which is not weakly increasing. Many common estimation methods used in statistics produce such estimates. We show th
at these estimates can always be improved with no harm using rearrangement techniques: The rearrangement methods, univariate and multivariate, transform the original estimate to a monotonic estimate, and the resulting estimate is closer to the true curve in common metrics than the original estimate. We illustrate the results with a computational example and an empirical example dealing with age-height growth charts.
Recently the behavior of operator monotone functions on unbounded intervals with respect to the relation of strictly positivity has been investigated. In this paper we deeply study such behavior not only for operator monotone functions but also for o
perator convex functions on bounded intervals. More precisely, we prove that if $f$ is a nonlinear operator convex function on a bounded interval $(a,b)$ and $A, B$ are bounded linear operators acting on a Hilbert space with spectra in $(a,b)$ and $A-B$ is invertible, then $sf(A)+(1-s)f(B)>f(sA+(1-s)B)$. A short proof for a similar known result concerning a nonconstant operator monotone function on $[0,infty)$ is presented. Another purpose is to find a lower bound for $f(A)-f(B)$, where $f$ is a nonconstant operator monotone function, by using a key lemma. We also give an estimation of the Furuta inequality, which is an excellent extension of the Lowner--Heinz inequality.
When comparing two distributions, it is often helpful to learn at which quantiles or values there is a statistically significant difference. This provides more information than the binary reject or do not reject decision of a global goodness-of-fit t
est. Framing our question as multiple testing across the continuum of quantiles $tauin(0,1)$ or values $rinmathbb{R}$, we show that the Kolmogorov--Smirnov test (interpreted as a multiple testing procedure) achieves strong control of the familywise error rate. However, its well-known flaw of low sensitivity in the tails remains. We provide an alternative method that retains such strong control of familywise error rate while also having even sensitivity, i.e., equal pointwise type I error rates at each of $ntoinfty$ order statistics across the distribution. Our one-sample method computes instantly, using our new formula that also instantly computes goodness-of-fit $p$-values and uniform confidence bands. To improve power, we also propose stepdown and pre-test procedures that maintain control of the asymptotic familywise error rate. One-sample and two-sample cases are considered, as well as extensions to regression discontinuity designs and conditional distributions. Simulations, empirical examples, and code are provided.
This paper concerns space-sphere point processes, that is, point processes on the product space of $mathbb R^d$ (the $d$-dimensional Euclidean space) and $mathbb S^k$ (the $k$-dimen-sional sphere). We consider specific classes of models for space-sph
ere point processes, which are adaptations of existing models for either spherical or spatial point processes. For model checking or fitting, we present the space-sphere $K$-function which is a natural extension of the inhomogeneous $K$-function for point processes on $mathbb R^d$ to the case of space-sphere point processes. Under the assumption that the intensity and pair correlation function both have a certain separable structure, the space-sphere $K$-function is shown to be proportional to the product of the inhomogeneous spatial and spherical $K$-functions. For the presented space-sphere point process models, we discuss cases where such a separable structure can be obtained. The usefulness of the space-sphere $K$-function is illustrated for real and simulated datasets with varying dimensions $d$ and $k$.
In this article, we derive an explicit formula for computing confidence interval for the mean of a bounded random variable. Moreover, we have developed multistage point estimation methods for estimating the mean value with prescribed precision and co
nfidence level based on the proposed confidence interval.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
