Minimum volume confidence regions (Q1071424): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0167-7152(85)90061-6 / rank | |||
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| Property / OpenAlex ID: W2067734142 / rank | |||
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| Property / cites work: Statistical decision theory. Foundations, concepts, and methods / rank | |||
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| Property / cites work: Invariant confidence sets with smallest expected measure / rank | |||
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| Property / cites work: Confidence Regions Based on Methods of Combining Test Statistics / rank | |||
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| Property / cites work: Q4403557 / rank | |||
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| Property / cites work: Length of Confidence Intervals / rank | |||
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Latest revision as of 12:03, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum volume confidence regions |
scientific article |
Statements
Minimum volume confidence regions (English)
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1985
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In this paper a simple method of constructing a 1-\(\alpha\) confidence region that has the smallest volume among all 1-\(\alpha\) confidence regions based on a pivotal quantity is presented. To illustrate the usefulness of the method, its application to a standard problem is included.
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minimum volume confidence regions
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Jacobian
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Neyman-Pearson lemma
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pivotal quantity
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