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Confidence intervals for a bounded mean in exponential families

✍ Scribed by Wang, Hsiuying

Book ID
126529232
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
352 KB
Volume
48
Category
Article
ISSN
0233-1888

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πŸ“œ SIMILAR VOLUMES

On fixed-length confidence intervals for
On fixed-length confidence intervals for a bounded normal mean
✍ Holger Drees πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 88 KB

Consider the problem of estimating the mean of a single normal random variable when the mean is known to be bounded. We establish the minimax a ne estimator under zero-one loss and discuss minimal ΓΏxed-length a ne conΓΏdence intervals. Moreover, the minimal length of arbitrary ΓΏxed-size conΓΏdence int