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Random Weighting Estimation of One-sided Confidence Intervals in Discrete Distributions

Random Weighting Estimation of One-sided Confidence Intervals in Discrete Distributions

Yalin Jiao, Yongmin Zhong, Shesheng Gao, Bijan Shirinzadeh
Copyright: © 2011 |Volume: 1 |Issue: 2 |Pages: 9
ISSN: 2156-1664|EISSN: 2156-1656|EISBN13: 9781613507988|DOI: 10.4018/ijimr.2011040102
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MLA

Jiao, Yalin, et al. "Random Weighting Estimation of One-sided Confidence Intervals in Discrete Distributions." IJIMR vol.1, no.2 2011: pp.18-26. http://doi.org/10.4018/ijimr.2011040102

APA

Jiao, Y., Zhong, Y., Gao, S., & Shirinzadeh, B. (2011). Random Weighting Estimation of One-sided Confidence Intervals in Discrete Distributions. International Journal of Intelligent Mechatronics and Robotics (IJIMR), 1(2), 18-26. http://doi.org/10.4018/ijimr.2011040102

Chicago

Jiao, Yalin, et al. "Random Weighting Estimation of One-sided Confidence Intervals in Discrete Distributions," International Journal of Intelligent Mechatronics and Robotics (IJIMR) 1, no.2: 18-26. http://doi.org/10.4018/ijimr.2011040102

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Abstract

This paper presents a new random weighting method for estimation of one-sided confidence intervals in discrete distributions. It establishes random weighting estimations for the Wald and Score intervals. Based on this, a theorem of coverage probability is rigorously proved by using the Edgeworth expansion for random weighting estimation of the Wald interval. Experimental results demonstrate that the proposed random weighting method can effectively estimate one-sided confidence intervals, and the estimation accuracy is much higher than that of the bootstrap method.

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