Confidence regions of minimal area for the scale-location parameter and their applications

• Autorzy: A. Czarnowska , A. V. Nagaev
• Języki publikacji: EN

Abstrakty

EN

The area of a confidence region is suggested as a quality exponent of parameter estimation. It is shown that under very mild restrictions imposed on the underlying scale-location family there exists an optimal confidence region. Explicit formulae as well as numerical results concerning the normal, exponential and uniform families are presented. The question how to estimate the quantile function is also discussed.

Kategorie tematyczne

• 62F25: Tolerance and confidence regions

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2001
• Tom: 28
• Numer: 2
• Strony: 125-142

Daty

wydano

2001

Twórcy

autor

A. Czarnowska

• Faculty of Mathematics and Computer Science, Nicholas Copernicus University, Chopina 12/18, 87-100 Toruń, Poland

autor

A. V. Nagaev

• Faculty of Mathematics and Computer Science, Nicholas Copernicus University of Toruń, Chopina 12/18, 87-100 Toruń, Poland

Identyfikatory

DOI

10.4064/am28-2-1