INCREASING THE CONFIDENCE IN STUDENTS T-INTERVAL

• 成果类型: Article
• 署名作者: GOUTIS, C; CASELLA, G
• 署名单位: Cornell University; Cornell University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348781
• 发表日期: 1992
• 页码: 1501-1513
• 关键词: conditional properties; statistical procedures; estimators

摘要

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.