Comparison of conditional and unconditional confidence intervals for the double exponential distribution
作者:
John V. Grice,
Lee J. Bain,
Max. Engelhardt,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1978)
卷期:
Volume 7,
issue 5
页码: 515-524
ISSN:0361-0918
年代: 1978
DOI:10.1080/03610917808812094
出版商: Marcel Dekker, Inc.
关键词: expected confidence interval length;power of a test;ancillary statistics;maximum likelihood estimators
数据来源: Taylor
摘要:
Conditional confidence intervals for the location parameter of the double exponential distribution based on maximum likelihood estimators conditioned on a set of ancillary statistics and the corresponding unconditional confidence intervals based on the maximum likelihood estimators alone are compared in two ways. Monte Carlo techniques are used and the conditional approach appears to give slightly better results although agreement as n becomes larger is noted
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