An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters

DOI10.1007/s00180-012-0364-7zbMath1306.65145OpenAlexW2010304745WikidataQ59817691 ScholiaQ59817691MaRDI QIDQ2259079

Stefanos Kozanis, Hristos Tyralis, Demetris Koutsoyiannis

Publication date: 27 February 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-012-0364-7

zbMATH Keywords

Monte Carlomaximum likelihoodconfidence intervallocation-scale familyhydrological statistics

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items

Confidence intervals through sequential Monte Carlo, Exact confidence intervals for the shape parameter of the gamma distribution

Uses Software

• BayesDA
• bootstrap

Cites Work

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• Mathematical Statistics
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• The Bayesian Choice
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• Maximum Likelihood Estimation of the Parameters of the Gamma Distribution and Their Bias
• Shortest Average Confidence Intervals from Large Samples
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