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September, 1992 Increasing the Confidence in Student's $t$ Interval
Constantinos Goutis, George Casella
Ann. Statist. 20(3): 1501-1513 (September, 1992). DOI: 10.1214/aos/1176348781

Abstract

The usual confidence interval, based on Student's $t$ distribution, has conditional confidence that is larger than the nominal confidence level. Although this fact is known, along with the fact that increased conditional confidence can be used to improve a confidence assertion, the confidence assertion of Student's $t$ interval has never been critically examined. We do so here, and construct a confidence estimator that allows uniformly higher confidence in the interval and is closer (than $1 - \alpha$) to the indicator of coverage.

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Constantinos Goutis. George Casella. "Increasing the Confidence in Student's $t$ Interval." Ann. Statist. 20 (3) 1501 - 1513, September, 1992. https://doi.org/10.1214/aos/1176348781

Information

Published: September, 1992
First available in Project Euclid: 12 April 2007

zbMATH: 0782.62034
MathSciNet: MR1186262
Digital Object Identifier: 10.1214/aos/1176348781

Subjects:
Primary: 62F25
Secondary: 62A99, 62C99

Rights: Copyright © 1992 Institute of Mathematical Statistics

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Vol.20 • No. 3 • September, 1992
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