Traditionally, the constant coverage probability estimator, confidence coefficient, is used to report the confidence of a multivariate normal confidence set. Robinson (1979), Lu and Berger (1989) and Robert and Casella (1994) all showed that there are certain estimators better than the confidence coefficient when the number of unknown parameters is greater than 4. In this paper some other better estimators are provided.
|Number of pages||6|
|State||Published - 1 Apr 2000|
- Confidence coefficient
- Coverage function
- The usual constant coverage probability estimator