Optimal upper bounds for non-negative parameters
Data Analysis, Statistics and Probability
2009-12-09 v1
Abstract
Using the techniques of [arXiv:0911.4271], upper bounds for a given confidence level are modified in an optimal fashion to incorporate the a priori information that the parameter being estimated is non-negative. A paradox with different confidence intervals for the same confidence level is clarified. The "lossy compression" nature of the device of confidence intervals is discussed and a "lossless" option to present results is pointed out.
Keywords
Cite
@article{arxiv.0912.1555,
title = {Optimal upper bounds for non-negative parameters},
author = {Fyodor V. Tkachov},
journal= {arXiv preprint arXiv:0912.1555},
year = {2009}
}
Comments
6 pages