New classes of improved confidence intervals for the variance of a normal distribution

DOI10.1007/s00184-010-0338-0zbMath1300.62027OpenAlexW2061998752MaRDI QIDQ453713

Stavros Kourouklis, Constantinos Petropoulos

Publication date: 27 September 2012

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-010-0338-0

zbMATH Keywords

decision theoryimproved point estimation and interval estimationvariance of a normal distribution

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (5)

Estimation of the smallest scale parameter of two-parameter exponential distributions ⋮ Confidence intervals for product of powers of the generalized variances of k multivariate normal populations ⋮ Estimation of the smallest normal variance with applications to variance components models ⋮ Improved estimation of the smallest scale parameter of gamma distributions ⋮ Improved confidence intervals for the scale parameter of Burr XII model based on record values

Cites Work

• Unnamed Item
• Improved confidence intervals for a normal variance
• Improved invariant confidence intervals for a normal variance
• Minimax estimation of powers of the variance of a normal population under squared error loss
• On improving the shortest length confidence interval for the generalized variance.
• On improved interval estimation for the generalized variance
• A unified approach to improving equivariant estimators
• Improving on equivariant estimators
• A new class of minimax generalized Bayes estimators of a normal variance
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Optimal Confidence Intervals for the Variance of a Normal Distribution
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Improved Confidence Intervals for the Variance of a Normal Distribution
• Minimax estimators of a normal variance

This page was built for publication: New classes of improved confidence intervals for the variance of a normal distribution