Computation of an exact confidence set for a maximum point of a univariate polynomial function in a given interval

Zhou, Sanyu and Wan, Fang and Liu, Wei and Bretz, Frank (2017) Computation of an exact confidence set for a maximum point of a univariate polynomial function in a given interval. Statistics and Probability Letters, 122. pp. 157-161. ISSN 0167-7152

[thumbnail of 1-s2.0-S0167715216302395-main]

Preview

PDF (1-s2.0-S0167715216302395-main)
1_s2.0_S0167715216302395_main.pdf - Accepted Version
Available under License Creative Commons Attribution-NonCommercial-NoDerivs.
Download (265kB)

Abstract

Construction of a confidence set for a maximum point of a function is an important statistical problem. Wan et al., (2015) provided an exact 1−α1−α confidence set for a maximum point of a univariate polynomial function in a given interval. In this paper, we give an efficient computational method for computing the confidence set of Wan et al., (2015). We demonstrate with two examples that the new method is substantially more efficient than the proposals by Wan et al., (2015). Matlab programs have been written which make the implementation of the new method straightforward.

Item Type:

Journal Article

Journal or Publication Title:

Statistics and Probability Letters

Additional Information:

This is the author’s version of a work that was accepted for publication in Statistics & Probability Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Statistics & Probability Letters, 122, 2016 DOI: 10.1016/j.spl.2016.10.032

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2600/2613

Subjects:

?? confidence setnumerical quadraturep-valuestatistical inferenceparametric regressionsemi-parametric regressionstatistics and probabilitystatistics, probability and uncertainty ??

Departments:

Faculty of Science and Technology > Mathematics and Statistics

ID Code:

83054

Deposited By:

ep_importer_pure

Deposited On:

22 Nov 2016 08:56

Refereed?:

Yes

Published?:

Published

Last Modified:

12 Oct 2024 00:07

URI:

https://eprints.lancs.ac.uk/id/eprint/83054