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Admissibility of the usual confidence interval for the normal mean

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  • Kabaila, Paul

Abstract

Suppose that X1,...,Xn are independent and identically N([mu],[sigma]2) distributed, where [mu] and [sigma] are unknown parameters ( and [sigma]>0). We prove that the usual confidence interval for [mu] is admissible within a broad class of confidence intervals.

Suggested Citation

  • Kabaila, Paul, 2011. "Admissibility of the usual confidence interval for the normal mean," Statistics & Probability Letters, Elsevier, vol. 81(3), pages 352-359, March.
    • Handle: RePEc:eee:stapro:v:81:y:2011:i:3:p:352-359
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    References listed on IDEAS

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    1. Farchione, David & Kabaila, Paul, 2008. "Confidence intervals for the normal mean utilizing prior information," Statistics & Probability Letters, Elsevier, vol. 78(9), pages 1094-1100, July.
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    Cited by:

    1. Farchione, Davide & Kabaila, Paul, 2012. "Confidence intervals in regression centred on the SCAD estimator," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1953-1960.

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