Coverage Probabilities of Simultaneous Confidence Bands and Regions for Log-Location-Scale Distributions

dc.contributor.author Hong, Yili
dc.contributor.author Escobar, Luis
dc.contributor.author Meeker, William
dc.contributor.author Meeker, William
dc.contributor.department Statistics
dc.date 2018-02-16T21:00:53.000
dc.date.accessioned 2020-07-02T06:56:22Z
dc.date.available 2020-07-02T06:56:22Z
dc.date.issued 2011-01-01
dc.description.abstract <p>A simultaneous confidence band (SCB) for the cumulative distribution function (cdf) of a random variable can be used to assess the statistical uncertainty of the estimated cdf. Cheng and Iles (1983) presented a general approach of constructing an SCB for the cdf of a continuous random variable derived from a 100(1−α)% simultaneous confidence region (SCR) for the parameters of the distribution. The Cheng and Iles SCB procedure includes the true cdf with probability at least (1−α). This paper identifies the conditions under which the coverage probability for the SCB procedure is exactly (1−α). A small simulation illustrates the important theoretical results in the paper.</p>
dc.description.comments <p>This preprint was published as Yili Hong, Luis A. Escobar, William Q. Meeker, "Coverage Probabilities of Simultaneous Confidence Bands and Regions for Log-Location-Scale Distributions", <em>Statistics and Probability Letters</em> (2010): 733-738, doi: <a href="http://dx.doi.org/10.1016/j.spl.2010.01.003" target="_blank">10.1016/j.spl.2010.01.003</a>.</p>
dc.identifier archive/lib.dr.iastate.edu/stat_las_preprints/73/
dc.identifier.articleid 1075
dc.identifier.contextkey 7418559
dc.identifier.s3bucket isulib-bepress-aws-west
dc.identifier.submissionpath stat_las_preprints/73
dc.identifier.uri https://dr.lib.iastate.edu/handle/20.500.12876/90369
dc.language.iso en
dc.source.bitstream archive/lib.dr.iastate.edu/stat_las_preprints/73/2011_MeekerWQ_CoverageProbabilitiesSimultaneous.pdf|||Sat Jan 15 01:45:48 UTC 2022
dc.subject.disciplines Statistics and Probability
dc.subject.keywords confidence region
dc.subject.keywords cumulative distribution function
dc.subject.keywords failure probability
dc.subject.keywords quantile
dc.subject.keywords statistical uncertainty
dc.title Coverage Probabilities of Simultaneous Confidence Bands and Regions for Log-Location-Scale Distributions
dc.type article
dc.type.genre article
dspace.entity.type Publication
relation.isAuthorOfPublication a1ae45d5-fca5-4709-bed9-3dd8efdba54e
relation.isOrgUnitOfPublication 264904d9-9e66-4169-8e11-034e537ddbca
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