Confidence intervals show the likelihood a data range contains the true mean, aiding investment decisions. A wider interval suggests lower estimate accuracy, influencing market and risk analysis ...

Observations of a stationary stochastic process can be transformed into a standardized time series. This paper presents a lemma giving the asymptotic properties of this standardized series under quite ...

Methods described first by Madansky (1965) and revived more recently by Cox & Oakes (1984, pp. 51-2) are extended to incorporate the calculation of likelihood-based confidence intervals for functions ...

Examines point and confidence interval estimation. Principles of maximum likelihood, sufficiency, and completeness: tests of simple and composite hypotheses, linear models, and multiple regression ...

Geoff Cumming receives funding from the Australian Research Council. Such research findings sound exciting because the word significant suggests important and large. But researchers often use the word ...