✦ LIBER ✦

Estimated confidence under ancillary statistic everywhere-valid constraint

✍ Scribed by Hsiuying Wang

Book ID: 104340467
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 473 KB
Volume: 67
Category: Article
ISSN: 0378-3758
DOI: 10.1016/s0378-3758(97)00093-1

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✦ Synopsis

Consider the problem of estimating the coverage function of an usual confidence interval for a randomly chosen linear combination of the elements of the mean vector of a p-dimensional normal distribution. The usual constant coverage probability estimator is shown to be admissible under the ancillary statistic everywhere-valid constraint. Note that this estimator is not admissible under the usual sense if p 7> 5. Since the criterion of admissibility under the ancillary statistic everywhere-valid constraint is a reasonable one, that the constant coverage probability estimator has been commonly accepted is justified. (~) 1998 Elsevier Science B.V. All rights reserved.

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