Minimum volume confidence regions

S. Jeyaratnam

Statistics & Probability Letters, 1985, vol. 3, issue 6, 307-308

Abstract: In this paper a simple method of constructing a 1 - [alpha] confidence region that has the smallest volume among all - [alpha] confidence regions based on a pivotal quantity is presented. To illustrate the usefulness of the method, its application to a standard problem is included.

Keywords: confidence; region; pivotal; quantity; Jacobian; Neyman-Pearson; lemma (search for similar items in EconPapers)
Date: 1985
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Citations: View citations in EconPapers (4)

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