Asymptotic expansions to improve large sample confidence intervals for system reliability

Biometrika ◽  
1980 ◽  
Vol 67 (2) ◽  
pp. 351-357 ◽  
Author(s):  
ALAN WINTERBOTTOM
Keyword(s):  
Confidence Intervals ◽  
Asymptotic Expansions ◽  
System Reliability ◽  
Large Sample

scholarly journals Brief communication "Improving the actual coverage of subsampling confidence intervals in atmospheric time series analysis"

2012 ◽  
Vol 19 (5) ◽  
pp. 473-477
Author(s):  
A. Gluhovsky ◽  
T. Nielsen
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Confidence Intervals ◽  
Coverage Probability ◽  
Resampling Methods ◽  
Large Sample ◽  
Series Analysis

Abstract. In atmospheric time series analysis, where only one record is typically available, subsampling (which works under the weakest assumptions among resampling methods), is especially useful. In particular, it yields large-sample confidence intervals of asymptotically correct coverage probability. Atmospheric records, however, are often not long enough, causing a substandard coverage of subsampling confidence intervals. In the paper, the subsampling methodology is extended to become more applicable in such practically important cases.

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