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Minimum volume confidence sets for parameters of normal distributions

Authors
  • Zhang, Jin1
  • 1 Yunnan University, School of Mathematics and Statistics, Kunming, Yunnan, 650091, China , Kunming (China)
Type
Published Article
Journal
AStA Advances in Statistical Analysis
Publisher
Springer Berlin Heidelberg
Publication Date
Feb 08, 2017
Volume
101
Issue
3
Pages
309–320
Identifiers
DOI: 10.1007/s10182-017-0290-7
Source
Springer Nature
Keywords
License
Yellow

Abstract

Under a proper restriction, we establish the minimum volume confidence set (interval and region) for parameter of any normal distribution. Compared with classical methods, the proposed confidence region is proved to be the best with minimum area, for whatever confidence level, sample size and sample data.

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