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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