Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples.
Vesna CojbasicAndrija TomovicPublished in: Comput. Stat. Data Anal. (2007)
Keyphrases
- confidence intervals
- sample size
- variance estimator
- variance reduction
- sample points
- sample set
- stochastic systems
- data samples
- markov chain
- monte carlo
- density estimation
- conditional probabilities
- stopping rules
- data sets
- test set
- upper bound
- roc curve
- model selection
- limit theorems
- training samples
- training set
- mixture model
- sufficiently small
- information retrieval
- machine learning