Timeline for Confidence interval for unsymmetrical Gaussian Mixure Model PDFs?
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Jul 7, 2023 at 15:05 | comment | added | Bahar | @wuber , What I look for is not the quantiles but a confidence interval, based on which I can elliminate outliers, assuming a confidence level | |
| Jul 7, 2023 at 14:28 | comment | added | whuber♦ | This doesn't read like a confidence interval question, because it lacks a target parameter. Would you perhaps be trying to ask how to find quantiles of a given mixture distribution? If so, you need a numerical procedure, such as implemented in the code at stats.stackexchange.com/a/411671/919. Otherwise, what are you looking for? A tolerance interval, perhaps? | |
| Jul 7, 2023 at 12:50 | comment | added | Xi'an | Since the cdf of a Gaussian mixture is available in closed form, one can derive the shortest interval $(F^{-1}(\beta), F^{-1}(1-\alpha+\beta))$ by moving $\beta$. | |
| Jul 7, 2023 at 12:49 | answer | added | lulufofo | timeline score: 0 | |
| Jul 7, 2023 at 12:12 | history | edited | utobi | CC BY-SA 4.0 |
added 2 characters in body
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| S Jul 7, 2023 at 12:09 | review | First questions | |||
| Jul 7, 2023 at 12:12 | |||||
| S Jul 7, 2023 at 12:09 | history | asked | Bahar | CC BY-SA 4.0 |