scholarly journals Asymptotic Confidence Intervals for a New Inequality Measure

2009 ◽  
Vol 38 (8) ◽  
pp. 1742-1756 ◽  
Author(s):  
Francesca Greselin ◽  
Leo Pasquazzi
Filomat ◽  
2021 ◽  
Vol 35 (6) ◽  
pp. 1927-1948
Author(s):  
Milan Jovanovic ◽  
Bojana Milosevic ◽  
Marko Obradovic ◽  
Zoran Vidovic

In this paper we estimate R = PfX < Yg when X and Y are independent random variables following the Peng-Yan extended Weibull distribution. We find maximum likelihood estimator of R and its asymptotic distribution. This asymptotic distribution is used to construct asymptotic confidence intervals. In the case of equal shape parameters, we derive the exact confidence intervals, too. A procedure for deriving bootstrap-p confidence intervals is presented. The UMVUE of R and the UMVUE of its variance are derived and also the Bayes point and interval estimator of R for conjugate priors are obtained. Finally, we perform a simulation study in order to compare these estimators and provide a real data example.


2020 ◽  
Vol 40 (3) ◽  
pp. 361-373
Author(s):  
Michał Biel ◽  
Zbigniew Szkutnik

We consider pointwise asymptotic confidence intervals for images that are blurred and observed in additive white noise. This amounts to solving a stochastic inverse problem with a convolution operator. Under suitably modified assumptions, we fill some apparent gaps in the proofs published in [N. Bissantz, M. Birke, Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators, J. Multivariate Anal. 100 (2009), 2364-2375]. In particular, this leads to modified bootstrap confidence intervals with much better finite-sample behaviour than the original ones, the validity of which is, in our opinion, questionable. Some simulation results that support our claims and illustrate the behaviour of the confidence intervals are also presented.


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