Asymptotic analysis of minimum volume confidence regions for location-scale families
نویسندگان
چکیده
منابع مشابه
Minimum Volume Confidence Regions for a Multivariate Normal Mean Vector
Since Stein’s original proposal in 1962, a series of papers have constructed confidence regions of smaller volume than the standard spheres for the mean vector of a multivariate normal distribution. A general approach to this problem is developed here, and used to calculate a lower bound on the attainable volume. Bayes and fiducial methods are involved in the calculation. Scheffe-type problems ...
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A simultaneous confidence band (SCB) for the cumulative distribution function (cdf) of a random variable can be used to assess the statistical uncertainty of the estimated cdf. Cheng and Iles (1983) presented a general approach of constructing an SCB for the cdf of a continuous random variable derived from a 100(1−α)% simultaneous confidence region (SCR) for the parameters of the distribution. ...
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ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 2006
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am33-1-1