Types Of Confidence Intervals Research Articles

Tampered Random Variable Analysis in Step-Stress Testing: Modeling, Inference, and Applications

This study explores a new dimension of accelerated life testing by analyzing competing risk data through Tampered Random Variable (TRV) modeling, a method that has not been extensively studied. This method is applied to simple step-stress life testing (SSLT), and it considers multiple causes of failure. The lifetime of test units under changeable stress levels is modeled using Power Rayleigh distribution with distinct scale parameters and a constant shape parameter. The research introduces unique tampering coefficients for different failure causes in step-stress data modeling through TRV. Using SSLT data, we calculate maximum likelihood estimates for the parameters of our model along with the tampering coefficients and establish three types of confidence intervals under the Type-II censoring scheme. Additionally, we delve into Bayesian inference for these parameters, supported by suitable prior distributions. Our method’s validity is demonstrated through extensive simulations and real data application in the medical and electrical engineering fields. We also propose an optimal stress change time criterion and conduct a thorough sensitivity analysis.

Assessing the Global and Local Uncertainty of Scientific Evidence in the Presence of Model Misspecification

Scientists need to compare the support for models based on observed phenomena. The main goal of the evidential paradigm is to quantify the strength of evidence in the data for a reference model relative to an alternative model. This is done via an evidence function, such as ΔSIC, an estimator of the sample size scaled difference of divergences between the generating mechanism and the competing models. To use evidence, either for decision making or as a guide to the accumulation of knowledge, an understanding of the uncertainty in the evidence is needed. This uncertainty is well characterized by the standard statistical theory of estimation. Unfortunately, the standard theory breaks down if the models are misspecified, as is commonly the case in scientific studies. We develop non-parametric bootstrap methodologies for estimating the sampling distribution of the evidence estimator under model misspecification. This sampling distribution allows us to determine how secure we are in our evidential statement. We characterize this uncertainty in the strength of evidence with two different types of confidence intervals, which we term “global” and “local.” We discuss how evidence uncertainty can be used to improve scientific inference and illustrate this with a reanalysis of the model identification problem in a prominent landscape ecology study using structural equations.

Inference based on partly interval censored data from a two-parameter Rayleigh distribution

In this paper, the maximum likelihood and Bayesian estimation of the parameters of location-scale Rayleigh distribution with partly interval censored data is considered. For computing the maximum likelihood estimators with partly interval censored data, three methods are used, namely, Newton-Raphson, Expectation-Maximization and Monte-Carlo Expectation-Maximization algorithms. The standard errors of the estimates are computed using the observed information matrix. Also, two types of confidence intervals are constructed using the Wald method and the nonparametric percentile bootstrap confidence intervals. For computing the Bayes estimators, three methods viz Lindley's approximation, Tierney-Kadane approximation and importance sampling methods are used. Highest posterior density (HPD) credible intervals of the two parameters are constructed using importance sampling technique. Monte-Carlo simulation experiments are conducted to investigate the performance of the proposed methods. Finally, the methods are illustrated by using two real data sets, one is related with diabetic patients data set and the other is related to HIV infection data set.

Robustness of Minimum Density Power Divergence Estimators and Wald-type test statistics in loglinear models with multinomial sampling

In this paper we propose a new family of estimators, Minimum Density Power Divergence Estimators (MDPDE), as a robust generalization of maximum likelihood estimators (MLE) for the loglinear model with multinomial sampling by using the Density Power Divergence (DPD) measure introduced by Basu et al. (1998). Based on these estimators, we further develop two types of confidence intervals (asymptotic and bootstrap ones), as well as a new robust family of Wald-type test statistics for testing a nested sequence of loglinear models. Furthermore, we study theoretically the robust properties of both the MDPDE as well as Wald-type tests through the classical influence function analysis. Finally, a simulation study provides further confirmation of the validity of the theoretical results established in the paper.

On interval estimation of the population mean in ranked set sampling

This article studies interval estimation of the population mean in ranked set sampling. Eight types of confidence intervals are considered which are based on asymptotic theory, resampling methods, or a combination of them. A comprehensive simulation study is conducted to investigate performance of these intervals, and to deal with some limitations of a relevant work in the literature. Lastly, a data example is presented to illustrate the procedures.

A statistical measure for the skewness of X chromosome inactivation based on case-control design

BackgroundSkewed X chromosome inactivation (XCI), which is a non-random process, is frequently observed in both healthy and affected females. Furthermore, skewed XCI has been reported to be related to many X-linked diseases. However, no statistical method is available in the literature to measure the degree of the skewness of XCI for case-control design. Therefore, it is necessary to develop methods for such a task.ResultsIn this article, we first proposed a statistical measure for the degree of XCI skewing by using a case-control design, which is a ratio of two logistic regression coefficients after a simple reparameterization. Based on the point estimate of the ratio, we further developed three types of confidence intervals (the likelihood ratio, Fieller’s and delta methods) to evaluate its variation. Simulation results demonstrated that the likelihood ratio method and the Fieller’s method have more accurate coverage probability and more balanced tail errors than the delta method. We also applied these proposed methods to analyze the Graves’ disease data for their practical use and found that rs3827440 probably undergoes a skewed XCI pattern with 68.7% of cells in heterozygous females having the risk allele T active, while the other 31.3% of cells keeping the normal allele C active.ConclusionsFor practical application, we suggest using the Fieller’s method in large samples due to the non-iterative computation procedure and using the LR method otherwise for its robustness despite its slightly heavy computational burden.

Threshold Value Estimation Using Adaptive Two-Stage Plans inR

This paper introduces the R package twostageTE for estimation of an inverse regression function at a given point when one can sample an explanatory covariate at different values and measure the corresponding responses. The package implements a number of nonparametric methods for budget constrained threshold value estimation. Specifically, it contains methods for classical one-stage designs and also adaptive two-stage designs, which have been shown to yield more efficient and accurate results. A major advantage of the methods in package twostageTE is that threshold value estimation is performed without penalization or kernel smoothing, and hence, avoids the well-known problems of choosing the corresponding tuning parameter (regularization, bandwidth). The user can easily perform a two-stage analysis with twostageTE by (i) identifying the second stage sampling region from an initial sample, and (ii) computing various types of confidence intervals to ensure a robust analysis. The package twostageTE is illustrated through simulated examples.

Comparing confidence intervals for Goodman and Kruskal's gamma coefficient

This study was motivated by the question which type of confidence interval (CI) one should use to summarize sample variance of Goodman and Kruskal's coefficient gamma. In a Monte-Carlo study, we investigated the coverage and computation time of the Goodman–Kruskal CI, the Cliff-consistent CI, the profile likelihood CI, and the score CI for Goodman and Kruskal's gamma, under several conditions. The choice for Goodman and Kruskal's gamma was based on results of Woods [Consistent small-sample variances for six gamma-family measures of ordinal association. Multivar Behav Res. 2009;44:525–551], who found relatively poor coverage for gamma for very small samples compared to other ordinal association measures. The profile likelihood CI and the score CI had the best coverage, close to the nominal value, but those CIs could often not be computed for sparse tables. The coverage of the Goodman–Kruskal CI and the Cliff-consistent CI was often poor. Computation time was fast to reasonably fast for all types of CI.

Improved confidence intervals for the scale parameter of Burr XII model based on record values

In this paper some different sorts of confidence intervals are considered for the scale parameter of the Burr type XII distribution based on the upper record values. In this regard, the coverage probability is adopted as a measure of improvement when the endpoints are the same for all types of confidence intervals. Proposed confidence intervals are based on the preliminary test estimator, Thompson shrinkage estimator and Bayes estimator with conjugate prior information. It is nicely demonstrated that the confidence intervals based on the above methodologies are superior to the equal tail confidence interval on specific intervals. Subsequently, to construct a uniformly dominant confidence interval, the result of Kubokawa (Ann Stat 22(1):290---299, 1994) is extended for dependent observations by making use of the information that exists in a covariate record value.

Empirical Bayes Confidence Intervals for Selected Parameters in High-Dimensional Data

Modern statistical problems often involve a large number of populations and hence a large number of parameters that characterize these populations. It is common for scientists to use data to select the most significant populations, such as those with the largest t statistics. The scientific interest often lies in studying and making inferences regarding these parameters, called the selected parameters, corresponding to the selected populations. The current statistical practices either apply a traditional procedure assuming there were no selection—a practice that is not valid—or they use the Bonferroni-type procedure that is valid but very conservative and often noninformative. In this article, we propose valid and sharp confidence intervals that allow scientists to select parameters and to make inferences for the selected parameters based on the same data. This type of confidence interval allows the users to zero in on the most interesting selected parameters without collecting more data. The validity of confidence intervals is defined as the controlling of Bayes coverage probability so that it is no less than a nominal level uniformly over a class of prior distributions for the parameter. When a mixed model is assumed and the random effects are the key parameters, this validity criterion is exactly the frequentist criterion, since the Bayes coverage probability is identical to the frequentist coverage probability. Assuming that the observations are normally distributed with unequal and unknown variances, we select parameters with the largest t statistics. We then construct sharp empirical Bayes confidence intervals for these selected parameters, which have either a large Bayes coverage probability or a small Bayes false coverage rate uniformly for a class of priors. Our intervals, applicable to any high-dimensional data, are applied to microarray data and are shown to be better than all the alternatives. It is also anticipated that the same intervals would be valid for any selection rule. Supplementary materials for this article are available online.

Analysis of Predictive Values Based on Individual Risk Factors in Multi-Modality Trials.

The accuracy of diagnostic tests with binary end-points is most frequently measured by sensitivity and specificity. However, from the clinical perspective, the main purpose of a diagnostic agent is to assess the probability of a patient actually being diseased and hence predictive values are more suitable here. As predictive values depend on the pre-test probability of disease, we provide a method to take risk factors influencing the patient’s prior probability of disease into account, when calculating predictive values. Furthermore, approaches to assess confidence intervals and a methodology to compare predictive values by statistical tests are presented. Hereby the methods can be used to analyze predictive values of factorial diagnostic trials, such as multi-modality, multi-reader-trials. We further performed a simulation study assessing length and coverage probability for different types of confidence intervals, and we present the R-Package facROC that can be used to analyze predictive values in factorial diagnostic trials in particular. The methods are applied to a study evaluating CT-angiography as a noninvasive alternative to coronary angiography for diagnosing coronary artery disease. Hereby the patients’ symptoms are considered as risk factors influencing the respective predictive values.

The empirical coverage of confidence intervals: Point estimates and confidence intervals for confidence levels

Many confidence intervals calculated in practice are potentially not exact, either because the requirements for the interval estimator to be exact are known to be violated, or because the (exact) distribution of the data is unknown. If a confidence interval is approximate, the crucial question is how well its true coverage probability approximates its intended coverage probability. In this paper we propose to use the bootstrap to calculate an empirical estimate for the (true) coverage probability of a confidence interval. In the first instance, the empirical coverage can be used to assess whether a given type of confidence interval is adequate for the data at hand. More generally, when planning the statistical analysis of future trials based on existing data pools, the empirical coverage can be used to study the coverage properties of confidence intervals as a function of type of data, sample size, and analysis scale, and thus inform the statistical analysis plan for the future trial. In this sense, the paper proposes an alternative to the problematic pretest of the data for normality, followed by selection of the analysis method based on the results of the pretest. We apply the methodology to a data pool of bioequivalence studies, and in the selection of covariance patterns for repeated measures data.

A new fuzzy parameters reliability analysis model

Abstract The most difficult form of its periodicity is one of the conditions of the elements which traversing the entire results of the corresponding operations, when the fuzzy numbers in the use of traditional methods of operation principle of extension to express problems. The operation to fuzzy analysis of the process of application of the theory has brought great difficulty, and which making the actual operation can not proceed. Fuzzy parameters of the reliability of the system had been studied, and it had been compared with the traditional fuzzy reliability analysis. We proposed a new reference to the reliability of fuzzy membership function and its form of expression. And it reached a more precise definition of fuzzy reliability of confidence interval type. It solved some problems such as the traditional fuzzy reliability analysis in the mass caused by the calculation of fuzzy computing complexity and low-precision. Hydraulic systems as an example of fuzzy parameters based on the reliability of the information model have proved that the model has good application value.

Confidence intervals and bands for the binormal ROC curve revisited

Two types of confidence intervals (CIs) and confidence bands (CBs) for the receiver operating characteristic (ROC) curve are studied: pointwise CIs and simultaneous CBs. An optimized version of the pointwise CI with the shortest width is developed. A new ellipse-envelope simultaneous CB for the ROC curve is suggested as an adaptation of the Working–Hotelling-type CB implemented in a paper by Ma and Hall (1993). Statistical simulations show that our ellipse-envelope CB covers the true ROC curve with a probability close to nominal while the coverage probability of the Ma and Hall CB is significantly smaller. Simulations also show that our CI for the area under the ROC curve is close to nominal while the coverage probability of the CI suggested by Hanley and McNail (1982) uniformly overestimates the nominal value. Two examples illustrate our simultaneous ROC bands: radiation dose estimation from time to vomiting and discrimination of breast cancer from benign abnormalities using electrical impedance measurements.

A New Fuzzy Parameters Reliability Analysis Model

The most difficult form of its periodicity is one of the conditions of the elements which traversing the entire results of the corresponding operations, when the fuzzy numbers in the use of traditional methods of operation principle of extension to express problems. The operation to fuzzy analysis of the process of application of the theory has brought great difficulty, and which making the actual operation can not proceed. Fuzzy parameters of the reliability of the system had been studied, and it had been compared with the traditional fuzzy reliability analysis. We proposed a new reference to the reliability of fuzzy membership function and its form of expression. And it reached a more precise definition of fuzzy reliability of confidence interval type. It solved some problems such as the traditional fuzzy reliability analysis in the mass caused by the calculation of fuzzy computing complexity and low-precision. Hydraulic systems as an example of fuzzy parameters based on the reliability of the information model have proved that the model has good application value.

Variance estimation and confidence intervals for the standardized mortality ratio with application to the assessment of a cancer screening program

The effect of a cancer screening program can be measured through the standardized mortality ratio (SMR) statistic. The numerator of the SMR is the observed number of deaths from the screened disease among participants in the screening program, whereas the denominator of the SMR is an estimate of the expected number of deaths in these participants under the assumption that the screening program has no effect. In this article, we propose a variance estimator for the denominator of the SMR when this expected number of deaths is estimated with Sasieni's method. We give both a general formula for this variance as well as formulas for specific disease incidence and survival estimators. We show how this new variance estimator can be used to build confidence intervals for the SMR. We investigate the coverage properties of various types of confidence intervals by simulation and find that intervals that make use of the proposed variance estimator perform well. We illustrate the method by applying it to the Québec Breast Cancer Screening program.

EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA

Three types of confidence intervals are developed for a general class of functionals of a survival distribution based on censored dependent data. The confidence intervals are constructed via asymptotic normality (Wald’s method), the empirical likelihood (EL) method, and the blockwise EL method in which sample means over blocks of observations are used in place of the original data. Asymptotic results are derived to accurately calibrate the various procedures, and their performance is evaluated in a simulation study. The problem of the choice of the block size is also discussed.

Monotone Nonparametric Regression and Confidence Intervals

Several variations of monotone nonparametric regression have been developed over the past 30 years. One approach is to first apply nonparametric regression to data and then monotone smooth the initial estimates to “iron out” violations to the assumed order. Here, such estimators are considered, where local polynomial regression is first used, followed by either least squares isotonic regression or a monotone method using simple averages. The primary focus of this work is to evaluate different types of confidence intervals for these monotone nonparametric regression estimators through Monte Carlo simulation. Most of the confidence intervals use bootstrap or jackknife procedures. Estimation of a response variable as a function of two continuous predictor variables is considered, where the estimation is performed at the observed values of the predictors (instead of on a grid). The methods are then applied to data involving subjects that worked at plants that use beryllium metal who have developed chronic beryllium disease.

From floated to conventional confidence intervals for the relative risks based on published dose–response data

A dose–response meta-analysis of epidemiological studies can encounter different types of confidence intervals (floated vs. conventional). This paper illustrates how to back calculate conventional confidence intervals from a set of relative risks reported with floated confidence intervals or floated standard errors. Furthermore, we provide an implementation of the formulas in a user-friendly program developed for Stata software. I exemplify the point using published data about alcohol intake and endometrial cancer incidence from the Million Women Study.

On the Estimation of the Extremal Index Based on Scaling and Resampling

The extremal index parameter θ characterizes the degree of local dependence in the extremes of a stationary time series and has important applications in a number of areas, such as hydrology, telecommunications, finance, and environmental studies. In this study, a novel estimator for θ based on the asymptotic scaling of block-maxima and resampling is introduced. It is shown to be consistent and asymptotically normal for a large class of m-dependent time series. Further, a procedure for the automatic selection of its tuning parameter is developed and different types of confidence intervals that prove useful in practice proposed. The performance of the estimator is examined through simulations, which show its highly competitive behavior. Finally, the estimator is applied to three real datasets of daily crude oil prices, daily returns of the S&P 500 stock index, and high-frequency, intraday traded volumes of a stock. These applications demonstrate additional diagnostic features of statistical plots based on the new estimator. Supplementary materials including an appendix with complete proofs, the crude oil dataset, and an R-script implementing the estimators are available online.