Home > Publications . Search All . Browse All . Country . Browse PSC Pubs . PSC Report Series

PSC In The News

RSS Feed icon

Levy says ACA has helped increase rates of insured, but rates still lowest among poor

Bruch reveals key decision criteria in making first cuts on dating sites

Murphy on extending health support via a smart phone and JITAI

More News

Highlights

U-M ranked #4 in USN&WR's top public universities

Frey's new report explores how the changing US electorate could shape the next 5 presidential elections, 2016 to 2032

U-M's Data Science Initiative offers expanded consulting services via CSCAR

Elizabeth Bruch promoted to Associate Professor

Next Brown Bag

Mon, Oct 3 at noon:
Longevity, Education, & Income, Hoyt Bleakley

Minimax expected measure confidence sets for restricted location parameters

Publication Abstract

Evans, S.E., Ben Hansen, and P.B. Stark. 2005. "Minimax expected measure confidence sets for restricted location parameters." Bernoulli, 11:571-590.

We study confidence sets for a parameter θ∈Θ that have minimax expected measure among random sets with at least 1-α coverage probability. We characterize the minimax sets using duality, which helps to find confidence sets with small expected measure and to bound improvements in expected measure compared with standard confidence sets. We construct explicit minimax expected length confidence sets for a variety of one-dimensional statistical models, including the bounded normal mean with known and with unknown variance. For the bounded normal mean with unit variance, the minimax expected measure 95% confidence interval has a simple form for Θ= [-τ, τ] with τ≤3.25. For Θ= [-3, 3], the maximum expected length of the minimax interval is about 14% less than that of the minimax fixed-length affine confidence interval and about 16% less than that of the truncated conventional interval [X -1.96, X + 1.96] ∩[-3,3].

DOI:10.3150/bj/1126126761 (Full Text)

Browse | Search : All Pubs | Next