Which methods used in the "unifit" function to estimate interval estimation

Hellow

"[ahat, bhat, ACI, BCI]=unifit(data)" returns point estimators(ahat,bhat) and interval estimators(ACI, BCI).

I know that an "unifit" function uses the maximum likelihood estimates to estimate "ahat" and "bhat".

Which method uses in the unifit function to calculate interval estimators, "ACI" and "BCI"? There are no references in this code.

Thank you.

Answer 1

[Shubham Srivastava]

Hi,

Following formula is used to calculate the confidence intervals.

>>ssz = numel(data)/numel(ahat);

>>tmp = (bhat - ahat)./alpha.^(1./ssz);

>>aci = [bhat - tmp; ahat];

>>bci = [bhat; ahat + tmp];

where ahat and bhat are the maximul likelihood estimates.

The file unifit.m contains the above lines to calculate them.

Regards,

Shubham

Answer 2

[Young Jin Kang]

Thank you for your answer.