Minimum volume confidence regions (Q1071424)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum volume confidence regions |
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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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