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Titre :
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Conditional behavior of confidence intervals
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Auteurs :
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A. Clerc Berod
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Type de document :
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article/chapitre/communication
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Année de publication :
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1994
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Format :
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p.159-167
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Langues:
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= Anglais
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Catégories :
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MATHEMATIQUES STATISTIQUES
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Mots-clés:
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CALCUL DE PROBABILITE
;
METHODE DU MAXIMUM DE VRAISEMBLANCE
;
ANALYSE DE SYSTEME
;
FONCTION MATHEMATIQUE
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Résumé :
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This paper studies conditional properties of equivariant confidence intervals of a location parameter. The probability of covering the true value of the location parameter conditional on the location-and-scale configuration is computed. And the asymptotic distribution of this coverage probability is derived. Finally, the resulting expressions are applied to various confidence bounds such as the Wilcoxon, Student's and the Cauchy likelihood bound.
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Source :
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Scandinavian journal of statistics, vol 21, n°2
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