Abstract
Conditions are derived which are commonly met in applications and which are sufficient for both one- and two-sided Scheffe bounds to have no greater average width than any other-shaped confidence bounds which have the same confidence coefficient.
Citation
Robert Bohrer. "An Optimality Property of Scheffe Bounds." Ann. Statist. 1 (4) 766 - 772, July, 1973. https://doi.org/10.1214/aos/1176342473
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