coverage probability [Regulatives / Guidelines]

posted by mittyri  – Russia, 2024-09-02 19:22 (214 d 04:14 ago) – Posting: # 24176
Views: 2,012

Hi Helmut,

❝ I came across a case where the EMA asked for a »coverage probability«. I beg your pardon, the what? In frequentist inference the outcome of any test is dichotomous (in BE regardless whether TOST or the confidence interval inclusion approach is applied). Either the study passed or failed. Full stop. ‘Coverage probability’ smells of Bayesian statistics, which had its heyday in the mid 1980s. History, gone with the wind.


Interesting.

Firstly I'd cite this goody:1

We hope that this article reflects some of the surprise and delight that we experienced when discovering these many connections between decision-theoretic mathematical statistics, Bayes and frequency inference, limaçons, and bioequivalence.


[image]I guess this phrase clearly explains what is expected from your side (gymnastics in R with bootstrapping), even if the result is already known :-D (reinvented in this paper2)

Then of course you should generate some limaçon like this one.


  1. Brown LD, Casella G, Gene Hwang JT. Optimal Confidence Sets, Bioequivalence, and the Limaçon of Pascal. J Am Stat Assoc. 1995; 90(431): 880–9. doi:10.2307/2291322.
  2. Li K, Sinks S, Sun P, Yang L. On the Confidence Intervals in Bioequivalence Studies. arXiv:2306.06698v1.


Edit: Plot resized, references as footnotes. [Helmut]

Kind regards,
Mittyri

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