Confidence Intervals for Inequality-constrained Least Squares Problems , with Applications to Ill-posed Problems *


Computing confidence intervals for functions b(x) wT"x, where Kx y + e and e is a normally distributed error vector, is a standard problem in multivariate statistics. In this work, we develop an algorithm for solving this problem if additional information, x-> 0, is given. Applications to estimating solutions to integral equations of the first kind are… (More)


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