Search results for "Point estimation"
showing 4 items of 14 documents
Intrinsic credible regions: An objective Bayesian approach to interval estimation
2005
This paper definesintrinsic credible regions, a method to produce objective Bayesian credible regions which only depends on the assumed model and the available data.Lowest posterior loss (LPL) regions are defined as Bayesian credible regions which contain values of minimum posterior expected loss: they depend both on the loss function and on the prior specification. An invariant, information-theory based loss function, theintrinsic discrepancy is argued to be appropriate for scientific communication. Intrinsic credible regions are the lowest posterior loss regions with respect to the intrinsic discrepancy loss and the appropriate reference prior. The proposed procedure is completely general…
Exploring the uncertainty in capacity estimation at roundabouts
2017
Abstract Purpose In gap-acceptance theory the critical and the follow-up headways have a significant role in determining roundabout entry capacities which in turn depend on circulating flow rates under a specified arrival headway distribution. Calculation considers single mean values of the gap-acceptance parameters, neglecting the inherent variations in these random variables and providing a single value of entry capacity. The purpose of this paper is to derive the entry capacity distribution which accounts for the variations of the contributing (random) variables and suggest how to consider this issue in the operational analysis of the roundabouts. Methods We performed a Monte Carlo simul…
Determination of relaxation and retardation spectrum by inverse functional filtering
2010
Abstract The article is devoted for the determination of the relaxation and retardation spectrum (RRS) from monotonic time- and frequency-domain material functions by the inverse functional filters executing discrete convolution algorithms for geometrically spaced data. It is shown that the problem of RRS determination from a wide variety of material functions leads to the three inverse filtering tasks on a logarithmic time or frequency scale with the three specific frequency responses concerning: (i) the time-domain functions, (ii) the real parts and (iii) the imaginary parts of the frequency-domain functions, and three algorithms (having the versions with even and odd number of coefficien…
Inference for the interclass correlation in familial data using small sample asymptotics
2012
Inference on the parent-offspring correlation coefficient is an important problem in the analysis of familial data, and point estimates and likelihood based inference are available in the literature. In this work, corrections for the signed log-likelihood ratio test statistics are proposed, based on small sample asymptotics, in order to achieve accurate small sample performance. The corrected statistic can be used for hypothesis testing as well as for interval estimation.