We develop and evaluate a two-level simulation procedure that produces a confidence interval for expected shortfall. The outer level of simulation generates financial scenarios, whereas the inner ...

This article reviews literature on confidence intervals for p, assuming (Bernoulli) single, double, and multistage sampling. Methods used to produce approximate single-sampling confidence intervals ...

The following example illustrates how you can construct a bootstrap confidence interval by using the multiple responses feature in PROC TPSPLINE. Numerous epidemiological observations have indicated ...

Business, like many other fields, can benefit from the use of statistics in estimating or predicting future events. An important tool for business statistics is a confidence interval, which helps a ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

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