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Conditional Confidence Statements and Confidence Estimators

 

作者: J. Kiefer,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1977)
卷期: Volume 72, issue 360  

页码: 789-808

 

ISSN:0162-1459

 

年代: 1977

 

DOI:10.1080/01621459.1977.10479956

 

出版商: Taylor & Francis Group

 

关键词: Conditional confidence;Estimated confidence;Conditioning partition;Ancillarity;Estimated risk;Hypothesis testing;Interval estimation;Selection and ranking;Nonparametric procedures;Sequential procedures

 

数据来源: Taylor

 

摘要:

Procedures are given for assessing the conclusiveness of a decision in terms of a (chance) conditional confidence coefficient Γ that has frequentist interpretability analogous to that of a traditional confidence coefficient. Properties of such procedures are compared in terms of the distribution of Γ. This leads to recommendations on the choice of conditioning. Also, a methodology for estimating the confidence when it depends on unknown parameter values is given. The notions of confidence are not limited to interval estimation; examples are also given in hypothesis testing and selection problems and in nonparametric and sequential settings.

 

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