Asymptotic expansions for fixed width confidence interval (Q1094799)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions for fixed width confidence interval |
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Asymptotic expansions for fixed width confidence interval (English)
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1987
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A sequential procedure for setting a fixed width confidence interval for the natural parameter of an exponential family is proposed and studied. Average confidence levels are considered instead of the classical confidence curves. The procedure is shown to perform very well in a simulation study.
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stopping time
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average coverage probability
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Bayesian model
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excess over boundary
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asymptotic expansions
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fixed width confidence interval
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natural parameter
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exponential family
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Average confidence levels
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