Statistical properties of exact confidence intervals from discrete data using studentized test statistics

Paul Kabaila

Statistics & Probability Letters, 2008, vol. 78, issue 6, 720-727

Abstract: We consider exact confidence limits obtained from discrete data by inverting a hypothesis test based on a studentized test statistic. We show that these confidence limits (a) are nesting and (b) have greater large sample efficiency than Buehler confidence limits that are required to be nesting.

Keywords: Confidence; limit; Buehler; confidence; limit; Biostatistics; Discrete; data; Nuisance; parameter (search for similar items in EconPapers)
Date: 2008
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