Guaranteed Conservative Fixed Width Confidence Intervals Via Monte Carlo Sampling     Guaranteed Conservative  Fixed Width Confidence Intervals  Monte Carlo Sampling       font style='font-size:12px;'> 2012/9/17

Monte Carlo methods are used to approximate the means,? of random variablesY, whose distributions are not known explicitly. The key idea is that the average of a random sample,Y1,...,Yn, tends to 礱sn...

存档文本 存档附件 原文地址 文献传递

Adaptive confidence bands in the nonparametric fixed design regression model     Adaptive confidence bands  nonparametric fixed  design regression model       font style='font-size:12px;'> 2012/9/19

In this note, we consider the problem of existence of adaptive confidence bands in the fixed design regression model, adapting ideas in Hoffmann and Nickl [10] to the present case. In the course of th...

存档文本 存档附件 原文地址 文献传递

A rigorous lower confidence bound for the expectation of a positive random variable     rigorous lower confidence  positive random variable       font style='font-size:12px;'> 2009/9/16

Given an IID sample from a positive distribution, we provide a method for constructing rigorous finite sample lower confidence bounds for the expectation of the distribution. The method is based on co...

存档文本 存档附件 原文地址 文献传递

Exact confidence intervals for the Hurst parameter of a fractional Brownian motion     Concentration inequalities  exact confidence intervals  fractional Brownian motion  Hurst parameter       font style='font-size:12px;'> 2009/9/16

In this short note, we show how to use concentration inequalities in order to build exact confidence intervals for the Hurst parameter associated with a one-dimensional fractional Brownian motion.

存档文本 存档附件 原文地址 文献传递

Functional asymptotic confidence intervals for a common mean of independent random variables     Lindeberg's condition  symmetric random variable  Student statistic  Student process  Wiener process  functional central limit theorem       font style='font-size:12px;'> 2009/9/16

We consider independent random variables (r.v.'s) with a common mean $mu$ that either satisfy Lindeberg's condition, or are symmetric around $mu$. Present forms of existing functional central limit th...

存档文本 存档附件 原文地址 文献传递