We investigate the small-sample behavior and convergence properties of confidence interval estimators (CIEs) for the mean of a stationary discrete process. We consider CIEs arising from nonoverlapping ...

We give a large-sample analysis of the minimal coverage probability of the usual confidence intervals for regression parameters when the underlying model is chosen by a "conservative" (or ...

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 ...

Sometimes it’s hard to have confidence in science. So many results from published scientific studies turn out to be wrong. Part of the problem is that science has trouble quantifying just how ...