Rigorous LCB for the expectation of a positive r.v.

October 27, 2008

A paper of mine was published in the open-access Electronic Journal of Statistics. It proposes a method of constructing lower confidence bounds for positive random variables that are guaranteed to have the nominal coverage probability for any distribution, as long as the sample points are i.i.d., from a distribution over the non-negative reals.

In the paper, the method is applied to analyze (a version of) the data of the second Lancet study of mortality in post-invasion Iraq.


Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s