Confidence Intervals in Regression That Utilize Uncertain Prior Information About a Vector Parameter
نویسندگان
چکیده
منابع مشابه
Confidence intervals for the normal mean utilizing prior information
Abstract: We consider X1,X2, . . . , Xn that are independent and identically N(μ, σ) distributed random variables. Suppose that the parameter of interest is μ and also suppose that we have uncertain prior information that μ/σ is close to 0. Our aim is to find a frequentist 1 − α confidence interval for μ that utilizes this prior information. Pratt and Brown, Casella and Hwang have described suc...
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ژورنال
عنوان ژورنال: Australian & New Zealand Journal of Statistics
سال: 2014
ISSN: 1369-1473
DOI: 10.1111/anzs.12090