Translator Disclaimer
December, 1987 Conditional Properties of Interval Estimators of the Normal Variance
Jon M. Maatta, George Casella
Ann. Statist. 15(4): 1372-1388 (December, 1987). DOI: 10.1214/aos/1176350599

Abstract

Both one-sided and two-sided interval estimators are examined using conditional criteria and we find that most common intervals have acceptable conditional properties. In the two-sided case we further examine three well known intervals and find the shortest-unbiased (Neyman-shortest) interval possessing the strongest conditional properties, with the minimum-length interval a close second. In the one-sided case we have the somewhat surprising result that the lower confidence interval (which results from inverting the UMP test of $H_0: \sigma \leq \sigma_0$) has weaker conditional properties than the upper interval (where a UMP test does not exist).

Citation

Download Citation

Jon M. Maatta. George Casella. "Conditional Properties of Interval Estimators of the Normal Variance." Ann. Statist. 15 (4) 1372 - 1388, December, 1987. https://doi.org/10.1214/aos/1176350599

Information

Published: December, 1987
First available in Project Euclid: 12 April 2007

zbMATH: 0642.62019
MathSciNet: MR913563
Digital Object Identifier: 10.1214/aos/1176350599

Subjects:
Primary: 62F25
Secondary: 62C99

Rights: Copyright © 1987 Institute of Mathematical Statistics

JOURNAL ARTICLE
17 PAGES


SHARE
Vol.15 • No. 4 • December, 1987
Back to Top