Bootstrap confidence intervals for ratios of expectations

DOI10.1145/352222.352224MaRDI QIDQ4575346zbMATH OpenOpenAlexFDO

Authors Denis Choquet, Pierre L'Ecuyer, Christian Léger

Publication date 13 July 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/352222.352224

zbMATH Keywords

bootstrapconfidence intervalsregenerative simulationratio estimation problem

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Queueing theory (aspects of probability theory) (60K25) Renewal theory (60K05)

Recommendations

• Bootstrap confidence intervals for ratio estimation
• Distribution-Free Confidence Intervals for Conditional Probabilities and Ratios of Expectations
• On the probable error of the ratio of two gamma means
• A Geometric Approach to Confidence Sets for Ratios: Fieller's Theorem, Generalizations, and Bootstrap
• Bootstrap confidence intervals. With comments and a rejoinder by the authors

Cited in

(11)

• Bootstrapping binomial confidence intervals
• Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
• Simultaneous confidence intervals for the ratios of marginal means of a multivariate Poisson distribution
• A Geometric Approach to Confidence Sets for Ratios: Fieller's Theorem, Generalizations, and Bootstrap
• Bootstrap confidence intervals for ratio estimation
• scientific article; zbMATH DE number 854577 (Why is no real title available?)
• Penalized Fieller's confidence interval for the ratio of bivariate normal means
• Interval estimation for the larger-the-better type of signal-to-nose ratio using bootstrap method
• Distribution-Free Confidence Intervals for Conditional Probabilities and Ratios of Expectations
• Bootstrapped confidence bands for percentile lifetime
• Tolerance limits and tolerance intervals for ratios of normal random variables using a bootstrap calibration

This page was built for publication: Bootstrap confidence intervals for ratios of expectations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4575346)