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Choosing a Coverage Probability for Prediction Intervals

✍ Scribed by Landon, Joshua; Singpurwalla, Nozer D

Book ID
120811626
Publisher
American Statistical Association
Year
2008
Tongue
English
Weight
119 KB
Volume
62
Category
Article
ISSN
0003-1305

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πŸ“œ SIMILAR VOLUMES

Admissibility of the constant-coverage p
Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval
✍ Hsiuying Wang πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 283 KB

Consider a confidence interval for a randomly chosen linear combination of the elements of the mean vector of a p-dimensional normal distribution. The constant coverage probability is the usual estimator for the coverage function of this interval. Wang (1995) have shown that this estimator is inadmi