On Confidence Intervals in Nonparametric Binary Regression via Edgeworth Expansions

Local confidence intervals for regression function with binary response variable are constructed. These intervals are based on both theoretical and “plug-in” normal asymptotic distribution of a usual statistic. In the plug-in approach, two ways of estimating bias are proposed; for them we obtain the mean squared error and deduce an expression of an optimal bandwidth. The rate of convergence of theoretical distributions to their limits is obtained by means of Edgeworth expansions. Likewise, these expansions allow us to deduce properties about the coverage probability of the confidence intervals. Theoretic approximations to that probability are compared in a simulation study with the corresponding coverage rates.     

Nonparametric prediction intervals for future record intervals based on order statistics

In this article, outer and inner prediction intervals for future record intervals as well as record spacings are derived based on observed order statistics from the same parent distribution. These intervals are exact and are distribution-free in that they do not depend on the sampling distribution. Three different cases are considered and in each case an exact explicit expression is obtained for the prediction coefficient. Finally, we compare the obtained results with similar intervals based on records, and also present a numerical example in order to illustrate the derived results.     

区间数的标准表示及其四则运算法则与泛灰数的内在联系

在回顾泛灰数四则运算法则基础上,给出了区间数的标准表示,论述了标准区间数的四则运算法则与泛灰数的内在联系及其应用前景.     

Statistical inference for the Weitzman overlapping coefficient in a family of distributions

A usual problem in applied statistics is the one related to the estimation of the common area under two distributions, which is usually estimated by means of an overlapping coefficient. Particularly, for the Weitzman overlapping coefficient, we found that it is possible to provide a general expression that facilitates making inferences on this coefficient, for many distributions. This expression depends only on two parameters which are actually functions of the parameters of the selected models, among which we can mention the exponential, Weibull, Gumbel, Fréchet and some other distributions that arise under certain transformations of an exponential random variable. The simplicity of our unifying proposal is illustrated considering three well known distributions that have been individually analyzed in statistical literature. To illustrate the performance of the likelihood confidence intervals obtained for this overlapping coefficient, under our proposal, we carried out some simulation studies that yielded adequate coverage frequencies, and just for the sake of comparison we also computed Bootstrap confidence intervals. A real data set is analyzed to exemplify our proposal.     

Solution of prey–predator problem by numeric–analytic technique

In this paper, an analytical expression for the solution of the prey–predator problem by an adaptation of the classical Adomian decomposition method (ADM). The ADM is treated as an algorithm for approximating the solution of the problem in a sequence of time intervals, i.e. the classical ADM is converted into a hybrid numeric–analytic method called the multistage ADM (MADM). Numerical comparisons with the classical ADM, and the classical fourth-order Rungge–Kutta (RK4) methods are presented.     

Near Equality in the Riesz–Sobolev Inequality

The Riesz–Sobolev inequality provides a sharp upper bound for a trilinear expression involving convolution of indicator functions of sets. Equality is known to hold only for indicator functions of appropriately situated intervals. We characterize ordered triples of subsets of R~1 that nearly realize equality, with quantitative bounds of power law form with the optimal exponent.     

Asymptotic Distributions of Zero Crossing Intervals

Suggestions are made on the form of the expression for the exponentialindex in the tail of the distribution of intervals between successivezeros for a stationary Gaussian process. These are generalizedfrom proved results and are also based on dimensional grounds,and on the one completely solved (Markov) case; and they areconfirmed by experimental figures. The low-frequency limit w(o)of the power spectrum determines the rough order of magnitudeof the index; this is increased by the influence of high-frequencyterms in a way which has not yet been ascertained.     

Stationary distributions of semistochastic processes with disturbances at random times and with random severity

We consider a semistochastic continuous-time continuous-state space random process that undergoes downward disturbances with random severity occurring at random times. Between two consecutive disturbances, the evolution is deterministic, given by an autonomous ordinary differential equation. The times of occurrence of the disturbances are distributed according to a general renewal process. At each disturbance, the process gets multiplied by a continuous random variable (“severity”) supported on [0,1). The inter-disturbance time intervals and the severities are assumed to be independent random variables that also do not depend on the history.We derive an explicit expression for the conditional density connecting two consecutive post-disturbance levels, and an integral equation for the stationary distribution of the post-disturbance levels. We obtain an explicit expression for the stationary distribution of the random process. Several concrete examples are considered to illustrate the methods for solving the integral equations that occur.     

Mixed problem of plane orthotropic elasticity in a half-plane

We consider a mixed problem of plane isotropic elasticity in a half-plane in which the displacement vector and the normal component of the stress tensor are alternately specified on successive intervals of the real axis. We derive a closed-form expression for the solution of this problem, which is similar to the well-known Keldysh–Sedov formula for the half-plane.     

Completeness of eigenfunctions of one class of pencils of differential operators with constant coefficients

In spaces of functions square summable on finite intervals we study the simple completeness of the system of eigen- and associated functions for the pencil of ordinary differential operators generated by a differential expression with constant coefficients (we assume that the roots of the corresponding characteristic equation lie on one and the same ray) and specific semisplitting homogeneous boundary value conditions.     

条件密度置信区间的覆盖精度

本文用经验似然方法讨论了条件密度的置信区间的构造. 通过对覆盖概率的Edgeworth展开得到了经验似然置信区间的覆盖精度, 同时证明了条件密度的经验似然置信区间的Bartlett可修正性     

Inference for constant-stress accelerated degradation test based on Gamma process

This paper proposes a Gamma constant-stress accelerated degradation model based on the principle of the degradation mechanism invariance. The maximum likelihood estimators of the parameters of the proposed model are derived. Based on Cornish–Fisher expansion, the approximate confidence interval for the shape parameter of the Gamma degradation process is developed. Since it is difficult to obtain the exact confidence intervals for other model parameters and some quantities such as the mean degradation in unit time, the quantile and the reliability function of the lifetime at the normal stress level, the generalized confidence intervals for these quantities are proposed. The percentiles of the proposed generalized pivotal quantities can be obtained by the simulation. The performances of the proposed confidence intervals are evaluated by the Monte Carlo simulation method. In the simulation study, the proposed confidence intervals are compared with the Wald and the bootstrap-p confidence intervals. The simulation results show that the proposed confidence intervals outperform the Wald and the bootstrap-p confidence intervals in terms of the coverage percentage. Finally, a real example is used to illustrate the proposed procedures.     

不平衡两因素套设计模型中方差分量比的区间估计

给出了次样本容量相等时,不平衡两因素套设计模型中方差分量之比的广义区间估计.为了研究所得区间估计的优良性,并与Burdick,Birch and Graybill给出的修正大样本(MLS)方法进行对比,进行了模拟研究和分析.结果表明所得方法优于MLS方法,特别是在极端不平衡情形.     

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.     

Generalized Intervals and the Dependency Problem

Computing enclosures of the range of functions using interval arithmetic often leads to overestimations due to variables (parameters) appearing more than once within the expression to be evaluated (dependency problem). An experimental implementation of a generalized interval arithmetic which has been proposed by Hansen [2] in 1975 is now available [1, 3]. In many cases generalized intervals are well suited to reduce the dependency problem and/or the so called wrapping effect. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Modeling a Simultaneous Confidence Band of the Mean Value of Multiple Responses with a Rectangular Domain for Predictors

The problem is considered of modeling simultaneous confidence intervals for the mean values of multiple responses in a linear multivariate normal regression model with predictor variables defined in intervals. To solve it, a numerical way of calculating the critical value that determines the simultaneous confidence interval of a given level is used. Simultaneous confidence intervals are numerically modelled and analyzed by comparison for regression, the mean value of multiple responses, and individual observation.     

Effective intervals and regular Dirichlet subspaces

It is shown in Li and Ying (2019) that a regular and local Dirichlet form on an interval can be represented by so-called effective intervals with scale functions. This paper focuses on how to operate on effective intervals to obtain regular Dirichlet subspaces. The first result is a complete characterization for a Dirichlet form to be a regular subspace of such a Dirichlet form in terms of effective intervals. Then we give an explicit road map how to obtain all regular Dirichlet subspaces from a local and regular Dirichlet form on an interval, by a series of intuitive operations on the effective intervals in the representation above. Finally applying previous results, we shall prove that every regular and local Dirichlet form has a special standard core generated by a continuous and strictly increasing function.     

Asymptotics of Brownian integrals and pressure: Bose-Einstein statistics

The paper studies the asymptotics of the Brownian integrals with paths restricted to a bounded domain of ? ^v , when the domain is dilated to infinity. The framework is that of the Bose-Einstein statistics with paths observed within random time intervals which are integer multiplies of some fixed β > 0. The three first terms of the asymptotics are found explicitly via the functional integrals. In the case of a gas of interacting Brownian loops an expression for the volume term of the asymptotics of the log-partition function is found and the correction term is proved to by order be the boundary area of the domain.     

Solution of a hypersingular integral equation in two disjoint intervals

A hypersingular integral equation in two disjoint intervals is solved by using the solution of Cauchy type singular integral equation in disjoint intervals. Also a direct function theoretic method is used to determine the solution of the same hypersingular integral equation in two disjoint intervals. Solutions by both the methods are in good agreement with each other.