Accuracy of estimators, confidence intervals and tests
To determine the accuracy of the estimates that we made in chapter 1, we demonstrate in this chapter how to calculate confidence intervals and how to perform tests. The specific concerns of each of our particular experiments are described below. We then introduce the methodology, first describing classical asymptotic procedures and two asymptotic tests, the Wald test and the likelihood ratio test, and then presenting procedures and tests based on a resampling method, the bootstrap. As before, we conclude the chapter by applying these methods to the examples.
KeywordsMean Square Error Bootstrap Method Wald Test Coverage Probability Confidence Region
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