Confidence Intervals from One One Observation

Robert Machol's surprising result, that from a single observation it is possible to have finite length confidence intervals for the parameters of location-scale models, is re-produced and extended. Two previously unpublished modifications are included. First, Herbert Robbins nonparametric confi...

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Bibliographic Details
Main Author Rodriguez, Carlos C
Format Journal Article
LanguageEnglish
Published 12.04.1995
Subjects
Physics - Data Analysis, Statistics and Probability
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Summary:Robert Machol's surprising result, that from a single observation it is possible to have finite length confidence intervals for the parameters of location-scale models, is re-produced and extended. Two previously unpublished modifications are included. First, Herbert Robbins nonparametric confidence interval is obtained. Second, I introduce a technique for obtaining confidence intervals for the scale parameter of finite length in the logarithmic metric. Keywords: Theory/Foundations , Estimation, Prior Distributions, Non-parametrics & Semi-parametrics Geometry of Inference, Confidence Intervals, Location-Scale models
DOI:10.48550/arxiv.bayes-an/9504001