CONDITIONAL BEHAVIOR OF CONFIDENCE-INTERVALS

被引：0
|
作者：
BEROD, AC [1 ]
机构：
[1] SWISS FED INST TECHNOL,CH-8092 ZURICH,SWITZERLAND
来源：
SCANDINAVIAN JOURNAL OF STATISTICS | 1994年 / 21卷 / 02期
关键词：
CONFIGURATION; CONDITIONAL INFERENCE; CONFIDENCE INTERVAL; WILCOXON TEST; SIGN TEST; LIKELIHOOD METHODS;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper studies conditional properties of equivariant confidence intervals of a location parameter. The probability of covering the true value of the location parameter conditional on the location-and-scale configuration is computed. And the asymptotic distribution of this coverage probability is derived. Finally, the resulting expressions are applied to various confidence bounds such as the Wilcoxon, Student's t and the Cauchy likelihood bound.
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页码：159 / 167
页数：9
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