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 Two previously unpublished modifications are included.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
Published inarXiv.org
Main Author Rodriguez, Carlos C
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 12.04.1995
Subjects
Confidence intervals
Mathematical models
Parameter modification
Scale models
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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 Two previously unpublished modifications are included.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
ISSN:2331-8422