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math.ST2012
Letter to the Editor: Some comments on: On construction of the smallest one-sided confidence interval for the difference of two proportions
Chris Lloyd, Paul Kabaila
Letter to the Editor: Some comments on "On construction of the smallest one-sided confidence interval for the difference of two proportions" by Weizhen Wang [arXiv:1002.4945].
math.ST2012
Note on a paradox in decision-theoretic interval estimation
Paul Kabaila
Confidence intervals are assessed according to two criteria, namely expected length and coverage probability. In an attempt to apply the decision-theoretic method to finding a good…
math.ST2012
Confidence intervals in regression centred on the SCAD estimator
Davide Farchione, Paul Kabaila
Consider a linear regression model. Fan and Li (2001) describe the smoothly clipped absolute deviation (SCAD) point estimator of the regression parameter vector. To gain insight in…