On fixed-length confidence intervals for a bounded normal mean

✍ Scribed by Holger Drees

• Book ID: 104303118
• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 88 KB
• Volume: 44
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(99)00032-2

✦ Synopsis

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 ÿxed-length a ne conÿdence intervals. Moreover, the minimal length of arbitrary ÿxed-size conÿdence intervals is described and the maximal loss of e ciency caused by the restriction to a ne estimators is determined.