Minimum volume confidence sets for parameters of normal distributions

Jin Zhang ()
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Jin Zhang: Yunnan University

AStA Advances in Statistical Analysis, 2017, vol. 101, issue 3, No 5, 309-320

Abstract: Abstract Under a proper restriction, we establish the minimum volume confidence set (interval and region) for parameter of any normal distribution. Compared with classical methods, the proposed confidence region is proved to be the best with minimum area, for whatever confidence level, sample size and sample data.

Keywords: Critical value; Optimality; Pivotal quantity; Sufficient statistic (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10182-017-0290-7

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