A polar confidence curve applied to Fieller’s ratios

Halvor Mehlum

No 05/2017, Memorandum from Oslo University, Department of Economics

Abstract: I derive the polar representation of Fieller's estimation of confidence sets for ratios and construct a polar plot of the test statistics for all angles associated with the ratios. This procedure helps in visualizing and clarifying, but also systematizing, the features of the Fieller solution. In conclusion I discuss, using Ramanujan, the case where Fieller's method yields a confidence set covering the entire real line.

Keywords: Confidence curve; Fieller solution; test (search for similar items in EconPapers)
JEL-codes: C30 (search for similar items in EconPapers)
Pages: 9 pages
Date: 2017-07-05
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