 The efficiency of Buehler confidence limitsPaul Kabaila and Chris J. Lloyd Statistics & Probability Letters, 2003, vol. 65, issue 1, 21-28 Abstract: The Buehler 1-[alpha] upper confidence limit is as small as possible, subject to the constraints that (a) its coverage probability never falls below 1-[alpha] and (b) it is a non-decreasing function of a designated statistic T. We provide two new results concerning the influence of T on the efficiency of this confidence limit. Firstly, we extend the result of Kabaila (Statist. Probab. Lett. 52 (2001) 145) to prove that, for a wide class of Ts, the T which maximizes the large-sample efficiency of this confidence limit is itself an approximate 1-[alpha] upper confidence limit. Secondly, there may be ties among the possible values of T. We provide the result that breaking these ties by a sufficiently small modification cannot decrease the finite-sample efficiency of the Buehler confidence limit. Keywords: Confidence; upper; limit; Reliability; Biostatistics; Discrete; data; Nuisance; parameter (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:65:y:2003:i:1:p:21-28 Ordering information: This journal article can be ordered from 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 |
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