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Correction to ‘Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles’
International Statistical Review ( IF 2 ) Pub Date : 2020-07-08 , DOI: 10.1111/insr.12394
Chaitra H. Nagaraja 1 , Haikady N. Nagaraja 2
Affiliation  

One way of evaluating the quality of a simulation study methodology is to estimate the Monte Carlo Error (MCE). The formula for this calculation was incorrectly implemented in Nagaraja & Nagaraja (2020). The correct formula that replaces equation (24) on page 96 of the original paper is as follows.

Borrowing the notation from Koehler et al. (2009), let φ ^ r be an indicator of confidence interval r including xp, and let φ ¯ be the estimated coverage probability. Then
MCE ^ ( φ ^ ) = 1 R r = 1 R ( φ ^ r φ ¯ ) 2 . (1)

The MCE was estimated for the confidence interval coverage probability calculations, and those results have been updated in Tables 29–56 of the Supporting Information. No conclusions changed due to this correction.



中文翻译:

对“构建分位数置信区间的无分布近似方法”的更正

评估模拟研究方法的质量的一种方法是估计蒙特卡洛误差(MCE)。Nagaraja&Nagaraja(2020)错误地实现了该计算公式。替换原始纸张第96页上的方程式(24)的正确公式如下。

从Koehler等人借来的符号2009),让 φ ^ [R 作为包括x p的置信区间r的指标,并令 φ ¯ 是估计的覆盖率。然后
MCE ^ φ ^ = 1个 [R [R = 1个 [R φ ^ [R - φ ¯ 2 (1)

对MCE进行了估计,以进行置信区间覆盖率的计算,并且在支持信息的表29-56中更新了这些结果。由于此更正,结论没有改变。

更新日期:2020-08-17
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