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Minimum volume confidence regions

Author

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  • Jeyaratnam, S.

Abstract

In this paper a simple method of constructing a 1 - [alpha] confidence region that has the smallest volume among all - [alpha] confidence regions based on a pivotal quantity is presented. To illustrate the usefulness of the method, its application to a standard problem is included.

Suggested Citation

  • Jeyaratnam, S., 1985. "Minimum volume confidence regions," Statistics & Probability Letters, Elsevier, vol. 3(6), pages 307-308, October.
    • Handle: RePEc:eee:stapro:v:3:y:1985:i:6:p:307-308
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    Citations

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    Cited by:

    1. Bedbur, S. & Kamps, U., 2019. "Confidence regions in step–stress experiments with multiple samples under repeated type-II censoring," Statistics & Probability Letters, Elsevier, vol. 146(C), pages 181-186.
    2. J. M. Lennartz & S. Bedbur & U. Kamps, 2021. "Minimum area confidence regions and their coverage probabilities for type-II censored exponential data," Statistical Papers, Springer, vol. 62(1), pages 171-191, February.
    3. Bedbur, S. & Kamps, U. & Lennartz, J.M., 2019. "On a smallest confidence region for a location–scale parameter in progressively type-II censored lifetime experiments," Statistics & Probability Letters, Elsevier, vol. 154(C), pages 1-1.
    4. Bedbur, S. & Lennartz, J.M. & Kamps, U., 2020. "On minimum volume properties of some confidence regions for multiple multivariate normal means," Statistics & Probability Letters, Elsevier, vol. 158(C).

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