Design and analysis of shortest two-sided confidence intervals for a probability under prior information

DOI10.1007/S00184-013-0445-9zbMath1305.62128OpenAlexW2092598042MaRDI QIDQ464386

Rainer Göb, Kristina Lurz

Publication date: 17 October 2014

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-013-0445-9

zbMATH Keywords

confidence intervalprediction intervalbinomial distributionprior informationbeta distributionminimum volume confidence interval

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15)

Uses Software

• R
• elicit-normlin

Cites Work

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• On the Problem of Confidence Intervals
• Outline of a Theory of Statistical Estimation Based on the Classical Theory of Probability
• An invariant form for the prior probability in estimation problems

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