Minimum Volume Confidence Sets for Two-Parameter Exponential Distributions

Jin Zhang

The American Statistician, 2018, vol. 72, issue 3, 213-218

Abstract: Under a reasonable restriction, we create the minimum volume confidence set for location and scale parameters of the exponential distribution. Compared to existing methods, none of which has a minimum-area property, the new confidence set is significantly the best (most accurate) with smallest volume, for whatever confidence level, sample size, and sample data.

Date: 2018
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DOI: 10.1080/00031305.2016.1264315

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