Improved invariant confidence intervals for a normal variance

DOI10.1214/AOS/1176348384zbMath0745.62026OpenAlexW2028223227MaRDI QIDQ1184222

George Casella, Constantinos Goutis

Publication date: 28 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348384

zbMATH Keywords

expected lengthnormal varianceunknown meanposterior probabilitiesguaranteed coverage probabilityimproved invariant confidence intervals

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

Related Items (20)

Minimum volume confidence sets for parameters of normal distributions ⋮ Double shrinkage estimation of ratio of scale parameters ⋮ Distance weighted losses for testing and confidence set evaluation ⋮ Improved invariant set estimation for general scale families ⋮ Shrinkage confidence procedures ⋮ The exact distribution and density functions of the stein-type estimator for normal variance ⋮ Estimation of the smallest scale parameter of two-parameter exponential distributions ⋮ Estimation of the smallest normal variance with applications to variance components models ⋮ Confidence intervals for the scale parameter of exponential distribution based on type II doubly censored samples ⋮ The relationship between the improvement on the point estimation and the improvement on the interval estimation for the disturbance variance in a linear regression model ⋮ The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance ⋮ Effect of a preliminary test of homogeneity of stratum-specific odds ratios on their confidence intervals ⋮ New classes of improved confidence intervals for the variance of a normal distribution ⋮ Improved estimation of the smallest scale parameter of gamma distributions ⋮ Confidence intervals for a bounded mean in exponential families ⋮ On a class of improved estimators of variance and estimation under order restriction ⋮ Efficient Confidence Interval Methodologies for the Non Centrality Parameter of a Non CentraltDistribution ⋮ Stein estimation -- a review ⋮ On improved interval estimation for the generalized variance ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review

This page was built for publication: Improved invariant confidence intervals for a normal variance