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Displaying similar documents to “Optimization of the size of nonsensitiveness regions”

Computing the distribution of a linear combination of inverted gamma variables

Viktor Witkovský (2001)

Kybernetika

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A formula for evaluation of the distribution of a linear combination of independent inverted gamma random variables by one-dimensional numerical integration is presented. The formula is direct application of the inversion formula given by Gil–Pelaez [gil-pelaez]. This method is applied to computation of the generalized p -values used for exact significance testing and interval estimation of the parameter of interest in the Behrens–Fisher problem and for variance components in balanced...

Linear comparative calibration with correlated measurements

Gejza Wimmer, Viktor Witkovský (2007)

Kybernetika

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The paper deals with the linear comparative calibration problem, i. e. the situation when both variables are subject to errors. Considered is a quite general model which allows to include possibly correlated data (measurements). From statistical point of view the model could be represented by the linear errors-in-variables (EIV) model. We suggest an iterative algorithm for estimation the parameters of the analysis function (inverse of the calibration line) and we solve the problem of...