Authors
Citation
Ac. Berod, CONDITIONAL BEHAVIOR OF CONFIDENCE-INTERVALS, Scandinavian journal of statistics, 21(2), 1994, pp. 159-167
Citations number
15
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
03036898
Volume
21
Issue
2
Year of publication
1994
Pages
159 - 167
Database
ISI
SICI code
0303-6898(1994)21:2<159:CBOC>2.0.ZU;2-K
Abstract
This paper studies conditional properties of equivariant confidence in
tervals 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 cov
erage probability is derived. Finally, the resulting expressions are a
pplied to various confidence bounds such as the Wilcoxon, Student's t
and the Cauchy likelihood bound.