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Correction for Effects of True Value in Region of Constraint Boundary

The effects of having a true value near a constraint boundary may be corrected for by modifying the method of inversion of the chi-square statistic described in Section 3. For the likelihood ratio statistic, for example, a tex2html_wrap_inline538 is found that satisfies


Upon request, CML applies this correction to the calculation of the confidence limits by inverting the chi square statistics. The Monte Carlo analysis reported in the previous section was repeated with this correction. Results displayed in Figure 2, where the success of the correction for the effects of the proximity of the constraint boundary may be observed.

Figure 2: Size of constrained parameter of interest corrected

R. Schoenberg
Fri Sep 12 09:47:41 PDT 1997