On Xed-length Conndence Intervals for a Bounded Normal Mean
نویسنده
چکیده
Consider the problem of estimating the mean of a single normal random variable when the mean is known to be bounded. We establish the minimax aane estimator under zero-one loss and discuss minimal xed-length aane conndence intervals. Moreover, the minimal length of arbitrary xed-size conndence intervals is described and the maximal loss of eeciency caused by the restriction to aane estimators is determined.
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