Optimality of the Stein Type Confidence Interval of Variance

DOI IR Web Site

Bibliographic Information

Other Title
  • 誤差分散のスタイン型改良信頼区間の最適性について
  • ゴサ ブンサン ノ スタインガタ カイリョウ シンライ クカン ノ サイテキセイ ニ ツイテ

Search this article

Abstract

In this paper the optimality of the Stein type confidence interval of the disturbance variance among the class of pre-test confidence interval after the pre-test for a linear hypothesis on coefficients is considered. The Stein type confidence interval is a member in the class with a critical value, say c. It is known that the Stein type confidence interval is the best in the subclass which consists of the pre-test confidence intervals with a smaller critical value than c. It is shown that an extension of the optimality to a larger class is not possible.

Journal

Details 詳細情報について

Report a problem

Back to top