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Computation of an exact confidence set for a maximum point of a univariate polynomial function in a given interval

Author

Listed:
  • Zhou, Sanyu
  • Wan, Fang
  • Liu, Wei
  • Bretz, Frank

Abstract

Construction of a confidence set for a maximum point of a function is an important statistical problem. Wan et al. (2015) provided an exact 1−α confidence set for a maximum point of a univariate polynomial function in a given interval. In this paper, we give an efficient computational method for computing the confidence set of Wan et al. (2015). We demonstrate with two examples that the new method is substantially more efficient than the proposals by Wan et al. (2015). Matlab programs have been written which make the implementation of the new method straightforward.

Suggested Citation

  • Zhou, Sanyu & Wan, Fang & Liu, Wei & Bretz, Frank, 2017. "Computation of an exact confidence set for a maximum point of a univariate polynomial function in a given interval," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 157-161.
  • Handle: RePEc:eee:stapro:v:122:y:2017:i:c:p:157-161
    DOI: 10.1016/j.spl.2016.10.032
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    References listed on IDEAS

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    1. Wei Liu & Pascal Ah-Kine & Sanyu Zhou, 2012. "Simultaneous Confidence Bands for Linear Regression with Covariates Constrained in Intervals," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 39(3), pages 543-553, September.
    2. Fang Wan & Wei Liu & Frank Bretz & Yang Han, 2016. "Confidence sets for optimal factor levels of a response surface," Biometrics, The International Biometric Society, vol. 72(4), pages 1285-1293, December.
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