Confidence intervals for the normal mean utilizing prior information
Statistics Theory
2011-09-27 v3 Statistics Theory
Abstract
Consider X_1,X_2,...,X_n that are independent and identically N(mu,sigma^2) distributed. Suppose that we have uncertain prior information that mu = 0. We answer the question: to what extent can a frequentist 1-alpha confidence interval for mu utilize this prior information?
Cite
@article{arxiv.0709.4316,
title = {Confidence intervals for the normal mean utilizing prior information},
author = {David Farchione and Paul Kabaila},
journal= {arXiv preprint arXiv:0709.4316},
year = {2011}
}
Comments
The paper has been accepted for publication in Statistics and Probability Letters