Improved confidence intervals for a normal variance

DOI10.1214/AOS/1176347636zbMATH Open0703.62040OpenAlexW1964217647MaRDI QIDQ916258FDOQ916258

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1214/aos/1176347636

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Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Statistical decision theory (62C99)

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The modification of confidence intervals for variance components in one-way random model using Stein's approach
Efficient Confidence Interval Methodologies for the Non Centrality Parameter of a Non CentraltDistribution
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A note on universal admissibility of scale parameter estimators
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Expanded confidence intervals
The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance
New classes of improved confidence intervals for the variance of a normal distribution
Some commentaries on confidence intervals of the mean in a normal population
On the lengths of \(t\)-based confidence intervals
Study of UMPUT and UMAU confidence intervals for the variance of normal distributions
The exact distribution and density functions of the stein-type estimator for normal variance
Bayesian approach for confidence intervals of variance on the normal distribution
A method to reduce the width of confidence intervals by using a normal scores transformation
On improved interval estimation for the generalized variance
An asymptotic approach for the variance exact confidence interval of a normal population
Admissibility of the usual confidence interval for the normal mean
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Calibrating Confidence Coefficients
Monotonicity in the sample size of the length of classical confidence intervals
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Interval estimation with varying confidence levels
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The relationship between the improvement on the point estimation and the improvement on the interval estimation for the disturbance variance in a linear regression model
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