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Computing Uncertainty Regions with Simultaneous Confidence Degree using Bootstrap
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2000 (English)Report (Other academic)
Abstract [en]

We discuss the importance of constructing confidence regions of simultaneous confidence degree for certain statistics, e.g., the frequency function. In this contribution we show how bootstrap can be used to obtain reliable confidence regions of simultaneous confidence degree, independently of how many confidence regions we calculate. The procedure is illustrated by comparison with classical methods and Monte Carlo simulations. We will also provide an evaluation of the quality of the obtained confidence regions.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2000. , 7 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2289
Keyword [en]
Bootstrap, Identification, Modeling errors, Uncertainty, Simultaneous confidence degree
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55740ISRN: LiTH-ISY-R-2289OAI: diva2:316596
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-10-03Bibliographically approved

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Automatic ControlThe Institute of Technology
Control Engineering

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ReferencesLink to record
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