Computation of the expected value of a function of a chi-distributed random variable
From MaRDI portal
Publication:1995839
DOI10.1007/s00180-020-01005-yzbMath1505.62210arXiv1902.06861OpenAlexW3042403377MaRDI QIDQ1995839
Nishika Ranathunga, Paul V. Kabaila
Publication date: 25 February 2021
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.06861
numerical integrationconfidence intervalcoverage probabilitytrapezoidal rulemixed rule transformation
Computational methods for problems pertaining to statistics (62-08) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Numerical quadrature and cubature formulas (65D32)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Confidence intervals in regression utilizing prior information
- Optimized recentered confidence spheres for the multivariate normal mean
- The minimum coverage probability of confidence intervals in regression after a preliminary \(F\) test
- Confidence intervals for the normal mean utilizing prior information
- Computation of multivariate normal and \(t\) probabilities
- Quadrature formulas obtained by variable transformation and the DE-rule
- Simultaneous statistical inference. 2nd ed
- Effect of a preliminary test of homogeneity of stratum-specific odds ratios on their confidence intervals
- Numerical integration of analytic functions
- Quadrature formulas obtained by variable transformation
- On the method for numerical integration of Clenshaw and Curtis
- Model-Averaged Confidence Intervals
- UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION
- Further Properties of Frequentist Confidence Intervals in Regression that Utilize Uncertain Prior Information
- The Exponentially Convergent Trapezoidal Rule
- Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure
- The performance of model averaged tail area confidence intervals
- The Evaluation of General Non-Centred Orthant Probabilities
- Multiple Decision Procedures
- On the minimum coverage probability of model averaged tail area confidence intervals
- Numerical Evaluation of High-Dimensional Integrals
- Approximations to the probability integral and certain percentage points of a multivariate analogue of Student's t-distribution
- The double-exponential transformation in numerical analysis