#### [MADS] plug-in estimator

I asked a couple of astronomers if they heard the term **plug-in estimator** and none of them gave me a positive answer. Continue reading ‘[MADS] plug-in estimator’ »

Weaving together Astronomy+Statistics+Computer Science+Engineering+Intrumentation, far beyond the growing borders

Posts tagged ‘coverage’

I asked a couple of astronomers if they heard the term **plug-in estimator** and none of them gave me a positive answer. Continue reading ‘[MADS] plug-in estimator’ »

Ah ha~ Once I questioned, “what is systematic error?” (see [Q] systematic error.) Thanks to L. Lyons’ work discussed in [ArXiv] Particle Physics, I found this paper, titled **Systematic Errors** describing the concept and statistical inference related to **systematic errors** in the field of particle physics. It, gladly, shares lots of similarity with high energy astrophysics. Continue reading ‘systematic errors’ »

[stat.AP:0811.1663]

Open Statistical Issues in Particle PhysicsbyLouis Lyons

My recollection of meeting Prof. L. Lyons was that he is very kind and listening. I was delighted to see his introductory article about particle physics and its statistical challenges from an [arxiv:stat] email subscription. Continue reading ‘[ArXiv] Particle Physics’ »

Today’s arxiv-stat email included papers by Poetscher and Leeb, who have been working on post model selection inference. Sometimes model selection is misled as a part of statistical inference. Simply, model selection can be considered as a step prior to inference. How you know your data are from chi-square distribution, or gamma distribution? (this is a model selection problem with nested models.) Should I estimate the degree of freedom, k from Chi-sq or α and β from gamma to know mean and error? Will the errors of the mean be same from both distributions? Continue reading ‘[ArXiv] Post Model Selection, Nov. 7, 2007’ »

I’ve been heard so much, without knowing fundamental reasons (most likely physics), about coverage problems from astrostat/phystat groups. This paper might be an interest for those: Interval Estimation in Exponential Families by Brown, Cai,and DasGupta ; Statistica Sinica (2003), **13**, pp. 19-49

*Abstract summary:*

The authors investigated issues in interval estimation of the mean in the exponential family, such as binomial, Poisson, negative binomial, normal, gamma, and a sixth distribution. The poor performance of the Wald interval has been known not only for discrete cases but for nonnormal continuous cases with significant negative bias. Their computation suggested that the equal tailed Jeffreys interval and the likelihood ratio interval are the best alternatives to the Wald interval. Continue reading ‘Coverage issues in exponential families’ »

From arXiv:physics.data-an/0706.3622v1:

**Comments on the unified approach to the construction of classical confidence intervals**

This paper comments on classical confidence intervals and upper limits, as the so-called a flip-flopping problem, both of which are related asymptotically (when n is large enough) by the definition but cannot be converted from one to the another by preserving the same coverage due to the poisson nature of the data.

Continue reading ‘[ArXiv] Classical confidence intervals, June 25, 2007’ »