Shortest two-tailed confidence intervals

Autor: Wan-Ching Liu, Douglas G. Bonett, J. Arthur Woodward
Rok vydání: 1997
Předmět:
Zdroj: Applied Mathematics and Computation. 84:65-76
ISSN: 0096-3003
DOI: 10.1016/s0096-3003(96)00080-x
Popis: A numerical procedure is developed that minimizes the width of the two-sided conference interval of an unknown fixed parameter given the density function of a point estimator. A computational algorithm for the equal-tails two-sided interval is developed as a simple byproduct. The method is applied to two examples: the Pearson correlation and the squared multiple correlation.
Databáze: OpenAIRE