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 |
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Taylor & Francis Ltd
May2016
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| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=116101596&site=ehost-live header: @attributes: shortDbName: ssf uiTerm: 116101596 longDbName: Social Sciences Full Text (H.W. Wilson) uiTag: AN controlInfo: bkinfo: jinfo: jid: 00031305 STT jtl: American Statistician issn: 00031305 maglogo: Y pubinfo: dt: May2016 vid: 70 iid: 2 pid: 377 pub: Taylor & Francis Ltd artinfo: ui: 116101596 10.1080/00031305.2015.1123184 ppf: 134 ppct: 4 formats: tig: atl: Confidence Intervals for the Scale Parameter of Exponential Family of Distributions. aug: au: Hoshyarmanesh, Hossein Karami, Amirhossein Mohammadpour, Adel su: Confidence intervals Exponential families (Statistics) Sufficient statistics Chi-square distribution Probability density function sug: subj: Confidence intervals Exponential families (Statistics) Sufficient statistics Chi-square distribution Probability density function keyword: Equal tail Highest posterior density credible interval Pivotal quantity Scale-exponential family Shortest and unbiased confidence intervals Equal tail Highest posterior density credible interval Pivotal quantity Scale-exponential family Shortest and unbiased confidence intervals ab: 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. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: N holdings: @attributes: islocal: N |
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