EconPapers    
Economics at your fingertips  
 

Confidence interval estimation under some restrictions on the parameters with non-linear boundaries

J. T. Gene Hwang and Shyamal D. Peddada

Statistics & Probability Letters, 1993, vol. 18, issue 5, 397-403

Abstract: This article deals with the confidence interval estimation of [theta]1, when the parameters [theta]1,[theta]2,...,[theta]k of k populations are subject to some non-linear constraints. We shall consider two types of restrictions (a) [theta] belongs to a k-dimensional ball and (b) k=2 and [theta]1[less-than-or-equals, slant][phi]([theta]2), where [phi](·) satisfies some conditions. In terms of coverage probability of the confidence intervals, it is seen in case of (a) that it does not always pay to use the additional information available on the parameter. This phenomena is also observed when the mean squared error criterion is considered.

Keywords: Coverage; probability; mean; squared; error; (MSE); monotone; likelihood; ratio; (MLR); ordering; projection; estimator; stochastic; ordering; total; positivity; of; order; 2; (TP2); universal; domination (search for similar items in EconPapers)
Date: 1993
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(93)90034-G
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:18:y:1993:i:5:p:397-403

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:18:y:1993:i:5:p:397-403