We consider the problem of finding $\alpha$-level confidence intervals for the ratio of two normally estimated means. We show that there is no procedure that with probability 1 gives bounded $\alpha$-level confidence intervals for the ratio, and we show that within a large class of sensible procedures the Fieller solution is the only one with exact coverage probability.
Publié le : 1987-03-14
Classification:
Fieller solution,
uniqueness of the Fieller solution,
inverse regression,
regression,
62F25,
62J05
@article{1176350282,
author = {Koschat, Martin A.},
title = {A Characterization of the Fieller Solution},
journal = {Ann. Statist.},
volume = {15},
number = {1},
year = {1987},
pages = { 462-468},
language = {en},
url = {http://dml.mathdoc.fr/item/1176350282}
}
Koschat, Martin A. A Characterization of the Fieller Solution. Ann. Statist., Tome 15 (1987) no. 1, pp. 462-468. http://gdmltest.u-ga.fr/item/1176350282/