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

PSC In The News

RSS Feed icon

Kruger says reports of phantom mobile phone ringing/vibrating more common among anxious

Stafford says too early to say whether stock market declines will curtail Americans' spending

Eisenberg says many colleges now train campus personnel to spot and refer troubled college students

Highlights

Call for papers: Conference on Integrating Genetics and the Social Sciences, Oct 21-22, 2016, CU-Boulder

PRB training program in policy communication for pre-docs. Application deadline, 2.28.2016

Call for proposals: PSID small grants for research on life course impacts on later life wellbeing

PSC News, fall 2015 now available

Next Brown Bag

Monday, Feb 1 at noon, 6050 ISR-Thompson
Sarah Miller

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