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

PSC In The News

RSS Feed icon

Work by Brown, Jackson, Ryan cited in brief for UT Supreme Court case on race-conscious college admissions

Thompson says criminal justice policies led to creation of prison gangs like Aryan Brotherhood

Schmitz finds job loss before retirement age contributes to weight gain, especially in men


Overview of Michigan's advanced research computing resources, Monday, June 27, 9-10:30 am, BSRB - Kahn Auditorium

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

Elizabeth Bruch promoted to Associate Professor

Susan Murphy elected to the National Academy of Sciences

Next Brown Bag

PSC Brown Bags
will resume fall 2016

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