Semi-empiricial Likelihood Confidence Intervals for the Differences of Two Populations Based on Fractional Imputation

Suppose that there are two populations x and y with missing data on both of them, where x has a distribution function F（·） which is unknown and y has a distribution function Gθ（·） with a probability density function gθ（·） with known form depending on some unknown parameter θ. Fractional imputation is used to fill in missing data. The asymptotic distributions of the semi-empirical likelihood ration statistic are obtained under some mild conditions. Then, empirical likelihood confidence intervals on the differences of x and y are constructed.

Bootstrap Confidence Intervals for Proportions of Unequal Sized Groups Adjusted for Overdispersion

Group testing is a method of pooling a number of units together and performing a single test on the resulting group. It is an appealing option when few individual units are thought to be infected leading to reduced costs of testing as compared to individually testing the units. Group testing aims to identify the positive groups in all the groups tested or to estimate the proportion of positives (p) in a population. Interval estimation methods of the proportions in group testing for unequal group sizes adjusted for overdispersion have been examined. Lately improvement in statistical methods allows the construction of highly accurate confidence intervals (CIs). The aim here is to apply group testing for estimation and generate highly accurate Bootstrap confidence intervals (CIs) for the proportion of defective or positive units in particular. This study provided a comparison of several proven methods of constructing CIs for a binomial proportion after adjusting for overdispersion in group testing with groups of unequal sizes. Bootstrap resampling was applied on data simulated from binomial distribution, and confidence intervals with high coverage probabilities were produced. This data was assumed to be overdispersed and independent between groups but correlated within these groups. Interval estimation methods based on the Wald, the Logit and Complementary log-log (CLL) functions were considered. The criterion used in the comparisons is mainly the coverage probabilities attained by nominal 95% CIs, though interval width is also regarded. Bootstrapping produced CIs with high coverage probabilities for each of the three interval methods.

Confidence Intervals for the Binomial Proportion: A Comparison of Four Methods

This paper presents four methods of constructing the confidence interval for the proportion p of the binomial distribution. Evidence in the literature indicates the standard Wald confidence interval for the binomial proportion is inaccurate, especially for extreme values of p. Even for moderately large sample sizes, the coverage probabilities of the Wald confidence interval prove to be erratic for extreme values of p. Three alternative confidence intervals, namely, Wilson confidence interval, Clopper-Pearson interval, and likelihood interval, are compared to the Wald confidence interval on the basis of coverage probability and expected length by means of simulation.

Smoothed Empirical Likelihood Inference for ROC Curves with Missing Data

The receiver operating characteristic (ROC) curve has been widely used in scientific research fields. After using the random hot deck imputation, we propose the smoothed empirical likelihood ratio statistic for the ROC curve with missing data. Its asymptotic distribution is a scaled chi-square distribution and empirical likelihood confidence intervals for ROC curves are constructed. The simulation study shows that the proposed interval estimates perform well based on the coverage probability for different sample sizes and response rates.

Confidence Interval Estimation of the Correlation in the Presence of Non-Detects

This article deals with correlating two variables that have values that fall below the known limit of detection (LOD) of the measuring device;these values are known as non-detects (NDs). We use simulation to compare several methods for estimating the association between two such variables. The most commonly used method, simple substitution, consists of replacing each ND with some representative value such as LOD/2. Spearman’s correlation, in which all NDs are assumed to be tied at some value just smaller than the LOD, is also used. We evaluate each method under several scenarios, including small to moderate sample size, moderate to large censoring proportions, extreme imbalance in censoring proportions, and non-bivariate normal (BVN) data. In this article, we focus on the coverage probability of 95% confidence intervals obtained using each method. Confidence intervals using a maximum likelihood approach based on the assumption of BVN data have acceptable performance under most scenarios, even with non-BVN data. Intervals based on Spearman’s coefficient also perform well under many conditions. The methods are illustrated using real data taken from the biomarker literature.

Constructing Confidence Regions for Autoregressive-Model Parameters

We discuss formulas and techniques for finding maximum-likelihood estimators of parameters of autoregressive (with particular emphasis on Markov and Yule) models, computing their asymptotic variance-covariance matrix and displaying the resulting confidence regions;Monte Carlo simulation is then used to establish the accuracy of the corresponding level of confidence. The results indicate that a direct application of the Central Limit Theorem yields errors too large to be acceptable;instead, we recommend using a technique based directly on the natural logarithm of the likelihood function, verifying its substantially higher accuracy. Our study is then extended to the case of estimating only a subset of a model’s parameters, when the remaining ones (called nuisance) are of no interest to us.

Semi-empirical Likelihood Confidence Intervals for the Differences of Quantiles with Missing Data

Detecting population （group） differences is useful in many applications, such as medical research. In this paper, we explore the probabilistic theory for identifying the quantile differences .between two populations. Suppose that there are two populations x and y with missing data on both of them, where x is nonparametric and y is parametric. We are interested in constructing confidence intervals on the quantile differences of x and y. Random hot deck imputation is used to fill in missing data. Semi-empirical likelihood confidence intervals on the differences are constructed.

Constructing confidence intervals of extreme rainfall quantiles using Bayesian,bootstrap,and profile likelihood approaches

Hydrological risk is highly dependent on the occurrence of extreme rainfalls.This fact has led to a wide range of studies on the estimation and uncertainty analysis of the extremes.In most cases,confidence intervals(CIs)are constructed to represent the uncertainty of the estimates.Since the accuracy of CIs depends on the asymptotic normality of the data and is questionable with limited observations in practice,a Bayesian highest posterior density(HPD)interval,bootstrap percentile interval,and profile likelihood(PL)interval have been introduced to analyze the uncertainty that does not depend on the normality assumption.However,comparison studies to investigate their performances in terms of the accuracy and uncertainty of the estimates are scarce.In addition,the strengths,weakness,and conditions necessary for performing each method also must be investigated.Accordingly,in this study,test experiments with simulations from varying parent distributions and different sample sizes were conducted.Then,applications to the annual maximum rainfall(AMR)time series data in South Korea were performed.Five districts with 38-year(1973–2010)AMR observations were fitted by the three aforementioned methods in the application.From both the experimental and application results,the Bayesian method is found to provide the lowest uncertainty of the design level while the PL estimates generally have the highest accuracy but also the largest uncertainty.The bootstrap estimates are usually inferior to the other two methods,but can perform adequately when the distribution model is not heavy-tailed and the sample size is large.The distribution tail behavior and the sample size are clearly found to affect the estimation accuracy and uncertainty.This study presents a comparative result,which can help researchers make decisions in the context of assessing extreme rainfall uncertainties.

Empirical Likelihood Confidence Intervals for the Differences of Quantiles with Missing Data

Suppose that there are two nonparametric populations x and y with missing data on both of them. We are interested in constructing confidence intervals on the quantile differences of x and y. Random imputation is used. Empirical likelihood confidence intervals on the differences are constructed.

Coverage Accuracy of Confidence Intervals in Nonparametric Regression

Point-wise confidence intervals for a nonparametric regression function with random design points are considered. The confidence intervals are those based on the traditional normal approximation and the empirical likelihood. Their coverage accuracy is assessed by developing the Edgeworth expansions for the coverage probabilities. It is shown that the empirical likelihood confidence intervals are Bartlett correctable.

Empirical Likelihood Ratio Confidence Interval for Positively Associated Series

Empirical likelihood is discussed by using the blockwise technique for strongly stationary, positively associated random variables. Our results show that the statistics is asymptotically chi-square distributed and the corresponding confidence interval can be constructed.

记录值下Frechet模型的参数估计及剩余寿命预测

在记录值样本下,利用经典方法讨论了Frechet分布未知参数的极大似然估计,通过构建枢轴量得到了未知参数的精确置信区间和置信域。根据观测Fisher信息矩阵构造了未知参数的近似置信区间。利用经典方法对元件的剩余寿命进行了预测。最后,通过数值例子计算出了未知参数的点估计和区间估计。

Application of profile likelihood function to the uncertainty analysis of hydrometeorological extreme inference

Profile likelihood function is introduced to analyze the uncertainty of hydrometeorological extreme inference and the theory of estimating confidence intervals of the key parameters and quantiles of extreme value distribution by profile likelihood function is described.GEV(generalized extreme value)distribution and GP(generalized Pareto)distribution are used respectively to fit the annual maximum daily flood discharge sample of the Yichang station in the Yangtze River and the daily rainfall sample in10 big cities including Guangzhou.The parameters of the models are estimated by maximum likelihood method and the fitting results are tested by probability plot,quantile plot,return level plot and density plot.The return levels and confidence intervals of flood and rainstorm in different return periods are calculated by profile likelihood function.The results show that the asymmetry of the profile likelihood function curve increases with the return period,which can reflect the effect of the length of sample series and return periods on confidence interval.As an effective tool for estimating confidence interval of the key parameters and quantiles of extreme value distribution,profile likelihood function can lead to a more accurate result and help to analyze the uncertainty of extreme values of hydrometeorology.

平稳自回归模型的调整经验似然置信域

自回归模型在经济学及信息学等领域有广泛应用.其统计推断是统计学研究的重要问题之一.本文主要研究自回归模型的调整经验似然方法.在Chuang和Chan利用自回归模型的条件最小二乘估计、通过得分函数构造的经验似然比统计量基础上,本文针对经验似然方法可能不存在解的情形构造了调整经验似然统计量,并证明调整后的经验似然比统计量的极限分布服从卡方分布.由此我们可以构造模型参数的调整经验似然置信域(区间).最后,本文通过数值模拟比较了调整经验似然方法和经验似然方法的性能.结果显示,调整经验似然方法所得的区间估计具有更好的覆盖率.

A KULLBACK-LEIBLER EMPIRICAL LIKELIHOOD INFERENCE FOR CENSORED DATA

In this paper, two kinds of Kullback-Leibler criteria with appropriate constraints are proposed to construct empirical likelihood confidence intervals for the mean of right censored data. It is shown that one of the criteria is equivalent to Adimari’s(1997) procedure, and the other shares the same asymptotic behavior.

Bootstrap方法及其在生物学研究中的应用

Bootstrap方法是以原始数据为基础的模拟抽样统计推断法,特别适用于那些难以用常规方法导出的参数的区间估计、假设检验等问题。本文介绍了该方法的基本思想及具体步骤,并附有生物学研究中应用的实例。生物科学中有许多数据总体分布信息往往很难确定,难以用常规的方法进行统计分析,因此Bootstrap方法在生物科学研究中具有很大的应用价值。

威布尔产品加速寿命试验的可靠性分析

利用似然理论对加速寿命试验的多个样本失效数据进行综合分析。在定数截尾场合下,建立威布尔寿命型产品的步进应力加速寿命试验模型,利用Newton-Raphson方法求解似然方程,得到寿命参数的极大似然估计。针对迭代公式初始值敏感问题,结合部件寿命信息给出一种精度更高的初始值确定方法,并利用Bootstrap方法构造加速寿命试验参数的置信区间。最后,以固体钽电解电容器为例,利用随机模拟方法验证提出理论的正确性和有效性。

轮廓似然函数及其应用

目的介绍轮廓似然方法及其两个应用。方法拟合logistic回归模型,计算轮廓似然的置信区间,并与Wald置信区间进行比较;采用轮廓似然方法解决多余参数过多的模型拟合问题。结果轮廓似然可以解决偏态分布下Wald置信区间失效的问题;最大轮廓似然估计与最大似然估计的结果是一致的,而轮廓似然仅需要较弱的假设条件。结论参数呈非正态分布时,轮廓似然置信区间要优于Wald置信区间;轮廓似然作为最大似然估计的替代方法,可以解决最大似然无法计算或计算困难的问题,也可以提高模型的适用性。

缺失数据下双重广义线性模型的经验似然推断

本文基于截面经验似然的方法,在响应变量随机缺失时,将双重广义线性模型的拟似然估计方程作为截面经验似然比函数的约束条件,构造了均值模型和散度模型未知参数的置信区间.数据模拟中,在完全数据集,逆概率加权填补所得的数据集和未加权填补所得的数据集三种情形下,将经验似然方法与正态逼近方法相比较.结果表明在双重广义线性模型中,逆概率加权这一填补方法和经验似然方法是有效和可行的.

缺失数据情形总体差异的经验似然置信区间

在一定的条件下证明了MAR缺失机制下不完全样本情形两非参数总体差异指标的经验似然比统计量的渐近分布为加权χ(21),由此可构造差异指标的经验似然置信区间。