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 Two previously unpublished modifications are included.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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Format | Journal Article |
Language | English |
Published |
12.04.1995
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Abstract | 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 Two previously unpublished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 |
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AbstractList | 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 Two previously unpublished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 |
Author | Rodriguez, Carlos C |
Author_xml | – sequence: 1 givenname: Carlos C surname: Rodriguez fullname: Rodriguez, Carlos C organization: Albany |
BackLink | https://doi.org/10.48550/arXiv.bayes-an/9504001$$DView paper in arXiv |
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Snippet | Robert Machol's surprising result, that from a single observation it is
possible to have finite length confidence intervals for the parameters of... |
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Title | Confidence Intervals from One One Observation |
URI | https://arxiv.org/abs/bayes-an/9504001 |
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