利用先验信息的正态均值置信区间
统计理论
2011-09-27 v3 统计理论
摘要
考虑 X1,X2,...,Xn 是独立同分布且服从 N(μ,σ2) 分布的随机变量。假设我们拥有不确定的先验信息表明 μ=0。我们回答以下问题:针对 μ 的频率学派 1−α 置信区间在多大程度上可以利用这一先验信息?
引用
@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}
}
评论
The paper has been accepted for publication in Statistics and Probability Letters
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