On the nonexistence of certain optimal confidence sets for the rectangular problem

Shoutir Kishore Chatterjee and Gaurangadeb Chattopadhyay

Statistics & Probability Letters, 1994, vol. 21, issue 4, 263-269

Abstract: It has been shown that there does not exist any uniformly most accurate unbiased or uniformly most accurate invariant confidence set for [theta] at level 1 -- [alpha] where the sample is drawn from a rectangular ([theta], [theta] + 1) distribution. So Pratt's (1961) statement in this connection is seen to be fallacious.

Keywords: Confidence; set; Unbiased; Invariant; Most; accurate; Rectangular; distribution (search for similar items in EconPapers)
Date: 1994
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