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March, 1973 Admissibility Implications for Different Criteria in Confidence Estimation
Arthur Cohen, William E. Strawderman
Ann. Statist. 1(2): 363-366 (March, 1973). DOI: 10.1214/aos/1176342375

Abstract

It will be shown that if a confidence procedure is admissible when the criterion is probability of not covering the true value and expected length (or something more general than length), then the same confidence procedure is at least almost admissible when the criterion is probability of not covering the true value and probability of covering false values. The result is true (under mild conditions) for virtually all confidence region estimation problems.

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Arthur Cohen. William E. Strawderman. "Admissibility Implications for Different Criteria in Confidence Estimation." Ann. Statist. 1 (2) 363 - 366, March, 1973. https://doi.org/10.1214/aos/1176342375

Information

Published: March, 1973
First available in Project Euclid: 12 April 2007

zbMATH: 0254.62022
MathSciNet: MR348875
Digital Object Identifier: 10.1214/aos/1176342375

Subjects:
Primary: 62C15
Secondary: 62F10 , 62G05

Keywords: Admissibility , Confidence estimation

Rights: Copyright © 1973 Institute of Mathematical Statistics

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Vol.1 • No. 2 • March, 1973
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