Robust Confidence intervals for a Scale Parameter: A Compromise between the Gaussian and the Slash.
PRINCETON UNIV NJ DEPT OF STATISTICS
Pagination or Media Count:
This report describes a small sample approach parallel to the one for a location parameter. Derived MORGENTHALER 1983 1, 1983b. We derive is the form of conditional confidence distribution for logdelta tau and then discussed are the difficulties in compromising the Gaussian and the slash. Explored are both the strong and the bi-optimal procedures. And it becomes clear that there is a difference between inference about location and inference about scale. Author
- Statistics and Probability