TY - JOUR
T1 - Confidence intervals for the mean of a normal distribution with restricted parameter space
AU - Wang, Hsiuying
PY - 2008
Y1 - 2008
N2 - For a normal distribution with known variance, the standard confidence interval of the location parameter is derived from the classical Neyman procedure. When the parameter space is known to be restricted, the standard confidence interval is arguably unsatisfactory. Recent articles have addressed this problem and proposed confidence intervals for the mean of a normal distribution where the parameter space is not less than zero. In this article, we propose a new confidence interval, rp interval, and derive the Bayesian credible interval and likelihood ratio interval for general restricted parameter space. We compare these intervals with the standard interval and the minimax interval. Simulation studies are undertaken to assess the performances of these confidence intervals.
AB - For a normal distribution with known variance, the standard confidence interval of the location parameter is derived from the classical Neyman procedure. When the parameter space is known to be restricted, the standard confidence interval is arguably unsatisfactory. Recent articles have addressed this problem and proposed confidence intervals for the mean of a normal distribution where the parameter space is not less than zero. In this article, we propose a new confidence interval, rp interval, and derive the Bayesian credible interval and likelihood ratio interval for general restricted parameter space. We compare these intervals with the standard interval and the minimax interval. Simulation studies are undertaken to assess the performances of these confidence intervals.
KW - Bayesian credible interval
KW - Coverage probability
KW - Likelihood ratio interval
KW - rp interval
UR - http://www.scopus.com/inward/record.url?scp=52149117584&partnerID=8YFLogxK
U2 - 10.1080/00949650701273902
DO - 10.1080/00949650701273902
M3 - Article
AN - SCOPUS:52149117584
SN - 0094-9655
VL - 78
SP - 829
EP - 841
JO - Journal of Statistical Computation and Simulation
JF - Journal of Statistical Computation and Simulation
IS - 9
ER -