N ov 2 00 7 Confidence intervals for the normal mean utilizing prior information
نویسنده
چکیده
Consider X 1 , X 2 ,. .. , X n that are independent and identically N(µ, σ 2) distributed. Suppose that we have uncertain prior information that µ = 0. We answer the question: to what extent can a frequentist 1−α confidence interval for µ utilize this prior information?
منابع مشابه
Confidence intervals for the normal mean utilizing prior information
Abstract: We consider X1,X2, . . . , Xn that are independent and identically N(μ, σ) distributed random variables. Suppose that the parameter of interest is μ and also suppose that we have uncertain prior information that μ/σ is close to 0. Our aim is to find a frequentist 1 − α confidence interval for μ that utilizes this prior information. Pratt and Brown, Casella and Hwang have described suc...
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