| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153364 | Statistics & Probability Letters | 2008 | 7 Pages |
Abstract
Consider X1,X2,…,XnX1,X2,…,Xn that are independent and identically N(μ,σ2)N(μ,σ2) distributed. Suppose that we have uncertain prior information that μ=0μ=0. We answer the question: To what extent can a frequentist 1−α1−α confidence interval for μμ utilize this prior information?
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
David Farchione, Paul Kabaila,