Confidence Intervals for the Scale Parameter of Exponential Family of Distributions.
This article presents a unified approach for computing nonequal tail optimal confidence intervals (CIs) for the scale parameter of the exponential family of distributions. We prove that there exists a pivotal quantity, as a function of a complete sufficient statistic, with a chi-square distribution....
| Publicado en: | American Statistician Vol. 70; no. 2; pp. 134 - 138 |
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| Autores principales: | , , |
| Formato: | Artículo |
| Publicado: |
Taylor & Francis Ltd
May2016
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |
| Sumario: | This article presents a unified approach for computing nonequal tail optimal confidence intervals (CIs) for the scale parameter of the exponential family of distributions. We prove that there exists a pivotal quantity, as a function of a complete sufficient statistic, with a chi-square distribution. Using the similarity between equations of shortest, unbiased, and highest density CIs, all equations are reduced into a system of two equations that can be solved via a straightforward algorithm. |
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