Improving Point and Interval Estimates of Monotone Functions by Rearrangement

Details Improving Point and Interval Estimates of Monotone Functions by Rearrangement Improving Point and Interval Estimates of Monotone Functions by Rearrangement

2008-06-29

arxiv.org/abs/0806.4730v3

Mathematics

Statistics Theory

24 pages, 4 figures, 3 tables

Scientific paper

Suppose that a target function is monotonic, namely, weakly increasing, and an available original estimate of this target function is not weakly increasing. Rearrangements, univariate and multivariate, transform the original estimate to a monotonic estimate that always lies closer in common metrics to the target function. Furthermore, suppose an original simultaneous confidence interval, which covers the target function with probability at least $1-\alpha$, is defined by an upper and lower end-point functions that are not weakly increasing. Then the rearranged confidence interval, defined by the rearranged upper and lower end-point functions, is shorter in length in common norms than the original interval and also covers the target function with probability at least $1-\alpha$. We demonstrate the utility of the improved point and interval estimates with an age-height growth chart example.

Affiliated with

Also associated with

No associations

Rating

Improving Point and Interval Estimates of Monotone Functions by Rearrangement does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Improving Point and Interval Estimates of Monotone Functions by Rearrangement, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Improving Point and Interval Estimates of Monotone Functions by Rearrangement will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-259106