Optimal fixed size confidence procedures for a restricted parameter space

DOI10.1214/AOS/1176346713zbMath0562.62032OpenAlexW2056183893MaRDI QIDQ1057010

Mehmet Zeytinoglu, Max Mintz

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aos/1176346713

zbMATH Keywords

restricted parameter spacelocation parameter estimationconfidence coefficientconfidence proceduresmean of normal random variableMinimax admissible Bayes estimatorsoptimal fixed size confidence procedurezero-one loss function

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (6)

A note on admissibility of the maximum likelihood estimator for a bounded normal mean ⋮ On fixed-length confidence intervals for a bounded normal mean ⋮ An adaptation theory for nonparametric confidence intervals ⋮ Minimax expected measure confidence sets for restricted location parameters ⋮ Minimax rules under zero-one loss for a restricted location parameter ⋮ Minimax risk bounds in extreme value theory

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