Increasing the Confidence in Student's $t$ Interval
Goutis, Constantinos ; Casella, George
Ann. Statist., Tome 20 (1992) no. 1, p. 1501-1513 / Harvested from Project Euclid
The usual confidence interval, based on Student's $t$ distribution, has conditional confidence that is larger than the nominal confidence level. Although this fact is known, along with the fact that increased conditional confidence can be used to improve a confidence assertion, the confidence assertion of Student's $t$ interval has never been critically examined. We do so here, and construct a confidence estimator that allows uniformly higher confidence in the interval and is closer (than $1 - \alpha$) to the indicator of coverage.
Publié le : 1992-09-14
Classification:  Conditional confidence,  relevant sets,  62F25,  62C99,  62A99
@article{1176348781,
     author = {Goutis, Constantinos and Casella, George},
     title = {Increasing the Confidence in Student's $t$ Interval},
     journal = {Ann. Statist.},
     volume = {20},
     number = {1},
     year = {1992},
     pages = { 1501-1513},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348781}
}
Goutis, Constantinos; Casella, George. Increasing the Confidence in Student's $t$ Interval. Ann. Statist., Tome 20 (1992) no. 1, pp.  1501-1513. http://gdmltest.u-ga.fr/item/1176348781/