Shortest two-tailed confidence intervals

DOI10.1016/S0096-3003(96)00080-XMaRDI QIDQ1363821zbMATH OpenFDO

Authors J. Arthur Woodward, Wan-Ching Liu, Douglas G. Bonett

Publication date 8 January 1998

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0096-3003(96)00080-X

zbMATH Keywords

confidence intervalequal-tails methodoptimal ratio methodtail probability

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Orthogonalization in numerical linear algebra (65F25)

Review text

The authors derive a general method for computing the two-tailed shortest confidence interval (SCI) of an unknown parameter given the exact probability density function of a point estimator. The method, which they call `the optimal ratio method', is a generalization of the traditional equal-tails method; the upper and lower limits are chosen as to minimize the length of the confidence interval by controlling the ratio dividing the tail probabilities \(k\alpha\) and \((1-k)\alpha\). It is applied to two examples: the Pearson and the squared multiple correlations.

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Cited in

(8)

• Confidence intervals for the power of two-sided Student's t-test
• Shortest expected length confidence interval for the power of the t-test
• On shortest confidence intervals and their relation with uniformly minimum variance unbiased estimators
• Design and analysis of shortest two-sided confidence intervals for a probability under prior information
• Confidence Intervals for the Normal Multiple Correlation
• Interval estimation via tail functions
• More on Shortest and Equal Tails Confidence Intervals
• Comparing equal-tail probability and unbiased confidence intervals for the intraclass correlation coefficient

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