By Pallavi Basu, Barak Brill, Daniel Yekutieli
Journal of Computational and Graphical Statistics [A* in ABDC, ARC Stats] | January 2026
https://doi.org/10.1080/10618600.2025.2573147
Basu, P., Brill, B., & Yekutieli, D. (2026). Exact Confidence Intervals for the Mixing Distribution from Binomial Mixture Distribution Samples. Journal of Computational and Graphical Statistics, 1–11. https://doi.org/10.1080/10618600.2025.2573147
Journal of Computational and Graphical Statistics [A* in ABDC, ARC Stats], 2026
We present a methodology for constructing pointwise confidence intervals for the cumulative distribution function and the quantiles of mixing distributions on the unit interval from binomial mixture distribution samples. No assumptions are made about the shape of the mixing distribution. The confidence intervals are constructed by inverting exact tests of composite null hypotheses regarding the mixing distribution. Our method may be applied to any deconvolution approach that produces test statistics whose distribution is stochastically monotone for a stochastic increase of the mixing distribution. We propose a hierarchical Bayes approach, which uses finite Pólya Trees to model the mixing distribution, that provides stable and accurate deconvolution estimates without additional tuning parameters. Our main technical result establishes the stochastic monotonicity property of the test statistics produced by the hierarchical Bayes approach. Leveraging the need for the stochastic monotonicity property, we explicitly derive the smallest asymptotic confidence intervals that may be constructed using our methodology. This raises the question of whether it is possible to construct smaller confidence intervals for the mixing distribution without making parametric assumptions about its shape. Supplementary materials for this article are available online.
Pallavi Basu is an Assistant Professor of Operations Management at the Indian School of Business (ISB), where she teaches concepts and approaches in Statistics. Her research interests include the application of statistics in finance, marketing, and other disciplines; high-dimensional statistical inference; large-scale multiple testing; and topics on causal inference.
Professor Basu is a member of the American Statistical Association, the Institute of Mathematical Statistics, and the International Indian Statistical Association. She received her PhD in Business Administration and Statistics from the USC Marshall School of Business and was a postdoctoral fellow at Tel Aviv University. She completed her undergraduate and postgraduate studies in Statistics (specialising in mathematical statistics and probability) from the Indian Statistical Institute (ISI), Kolkata.
Her current research (2023-2026) is partly funded by the Mathematical Research Impact Centric Support (MATRICS) from the Science and Engineering Research Board (SERB), Government of India.
