Efficiently Simulating the Coverage Properties of Interval Estimates

DOI10.2307/2347266zbMath0614.62035OpenAlexW17340865MaRDI QIDQ4721392

Nathaniel Schenker, Donald B. Rubin

Publication date: 1986

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347266

zbMATH Keywords

Monte Carloefficiencylocation-scale familiesJeffreys's priorconfidence coveragesimulating the average Bayesian posterior probability coverage

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)

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