Improved confidence intervals for a normal variance

DOI10.1214/aos/1176347636zbMath0703.62040OpenAlexW1964217647MaRDI QIDQ916258

Glenn Shorrock

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347636

zbMATH Keywords

normal distributionsample variancesample meangeneralized Bayesshortest intervalStein-type confidence intervalsuniformly higher probability of coverage

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Statistical decision theory (62C99)

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