Random walk approximation of confidence intervals

MaRDI QIDQ4217151zbMATH OpenFDO

Authors Duncan J. Murdoch

Publication date 22 April 1999

zbMATH Keywords

\(QQ\) plotsGibbs samplingspline smoothing

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Parametric tolerance and confidence regions (62F25) Applications of statistics in engineering and industry; control charts (62P30)

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Cited in

(6)

• Formulation of confidence intervals for estimated actual distances
• A robust and efficient algorithm to find profile likelihood confidence intervals
• An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters
• Propagating imprecision: combining confidence intervals from independent sources
• Confidence intervals for parameters lying in a random polygon
• QMC computation of confidence intervals for a sleep performance model

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