Topic
Coverage probability
About: Coverage probability is a research topic. Over the lifetime, 2479 publications have been published within this topic receiving 53259 citations.
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TL;DR: The results show that the probability density prediction model proposed can effectively describe the uncertainty of wind and solar power, and also provide technical support for the safe and stable operation of the power system.
40 citations
TL;DR: In this paper, confidence intervals on the Gini coefficient for simple random samples, using normal approximation, bootstrap percentile and bootstrap-t and the empirical likelihood method are compared.
40 citations
TL;DR: A SAS macro is written using PROC IML that takes multinomial cell counts as input and returns simultaneous confidence intervals with the user-specified coverage probability, and allows the user to choose among six methods of constructing confidence intervals for multInomial proportions.
40 citations
TL;DR: For the most frequently used parametric and distribution-free methods of estimating univariate reference limits, implicit formulae are derived relating the sample size to the design parameters delta1, delta2 and beta and explicit approximationformulae for the computation of n are given.
Abstract: A new criterion is proposed for determining the sample size required for a study performed for the purpose of establishing reference intervals. The basic idea behind the criterion is to compare the empirical coverage (i.e. the probability content) of the reference region obtained from the sample with its target value (e.g. 95 per cent) and to set suitable limits delta1, delta2 to the difference between both quantities which must not be exceeded with sufficiently large probability beta (e.g. beta=90 per cent). For the most frequently used parametric and distribution-free methods of estimating univariate reference limits, implicit formulae are derived relating the sample size to the design parameters delta1, delta2 and beta. For symmetric specification of (delta1, delta2), explicit approximation formulae for the computation of n are given. Exact values obtained by means of suitable numerical techniques are presented in a set of tables covering specifications of delta1, delta2 and beta which can be recommended for real applications. The tables can be used both for one- and two-sided reference intervals.
40 citations
TL;DR: In this article, the authors tested the accuracy of 95% individual prediction intervals for hydraulic heads, streamflow gains, and effective transmissivities computed by groundwater models of two Danish aquifers.
Abstract: We tested the accuracy of 95% individual prediction intervals for hydraulic heads, streamflow gains, and effective transmissivities computed by groundwater models of two Danish aquifers. To compute the intervals, we assumed that each predicted value can be written as the sum of a computed dependent variable and a random error. Testing was accomplished by using a cross-validation method and by using new field measurements of hydraulic heads and transmissivities that were not used to develop or calibrate the models. The tested null hypotheses are that the coverage probability of the prediction intervals is not significantly smaller than the assumed probability (95%) and that each tail probability is not significantly different from the assumed probability (2.5%). In all cases tested, these hypotheses were accepted at the 5% level of significance. We therefore conclude that for the groundwater models of two real aquifers the individual prediction intervals appear to be accurate.
40 citations