AI & ML
Likelihood-Based Confidence Curves for Bounded Parameters
arXiv stat.TH0 views
arXiv:2610.28235v1 Announce Type: cross Abstract: When a parameter is bounded, the likelihood ratio statistic does not generally follow the chi-square limit distribution of Wilks' theorem. In fact, its asymptotic null distribution depends on the distance from the null value to the boundary, interpolating between the chi-bar-square law on the boundary and the chi-square law in the deep interior of the parameter space. We derive this distribution and use it to construct confidence curves, which are nested collections of two-sided confidence intervals or regions, for bounded parameters. We extend the existing result for the scalar parameter to a two-dimensional parameter with one or both components bounded. As the bivariate distributions are integrals of normal distributions, which are not reducible to standard statistical functions, we also give a simpler approximated distribution obtained by moment-matching. We illustrate the methods on a canonical analysis from high-energy physics, namely the Poisson signal-plus-background experiment.
Source:https://arxiv.org/abs/2610.28235PreviousNonparametric In-Context Learning and Inference via Measure-Indexed Kernel Ridge RegressionNextGaussian Fluctuations of the Gradient of the Fr\'echet Function and Nonstandard Asymptotics of Sample Fr\'echet Means
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