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In this chapter, we discuss the robustness and reliability of the estimators of the probability of a rare event (or, more generally, of the expectation of some function of rare events) with respect to...
For any class of one-sided 1− confidence intervals with a certain monotonicity ordering on the random confidence limit, the smallest interval, in the sense of the set inclusion for the differ...
Consider a linear regression model with independent and identically normally distributed random errors. Suppose that the parameter of interest is a specified linear combination of the regression par...
An asymptotic fixed-precision confidence interval for the minimum of a quandratic regression function
Optimal Conditional Confidence Interval for the Shape Parameter of a Weibull Distribution
In this paper, we derive an explicit formula for constructing the confidence interval of binomial parameter with guaranteed coverage probability. The formula overcomes the limitation of normal appro...

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