Admissibility implications for different criteria in confidence estimation

Citation
Cohen, Arthur et E. Strawderman, William, Admissibility implications for different criteria in confidence estimation, Annals of statistics , 1(2), 1973, pp. 363-366
Journal title
ISSN journal
00905364
Volume
1
Issue
2
Year of publication
1973
Pages
363 - 366
Database
ACNP
SICI code
Abstract
It will be shown that if a confidence procedure is admissible when the criterion is probability of not covering the true value and expected length (or something more general than length), then the same confidence procedure is at least almost admissible when the criterion is probability of not covering the true value and probability of covering false values.The result is true (under mild conditions) for virtually all confidence region estimation problems.