On two-stage bayes confidence intervals for a normal mean and an asymptotic minimax
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Publication:4720607
DOI10.1080/07474948608836106zbMath0613.62105MaRDI QIDQ4720607
Publication date: 1986
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474948608836106
mean; normal distribution; improper priors; unknown variance; Stein's two-stage procedure; asymptotically minimax; fixed width confidence interval
62F25: Parametric tolerance and confidence regions
62F15: Bayesian inference
62L10: Sequential statistical analysis
Cites Work
- Bayes double sample estimation procedures
- The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean
- On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
- On the Non-Existence of Tests of "Student's" Hypothesis Having Power Functions Independent of $\sigma$
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance