Confidence intervals for the normal mean utilizing prior information

Consider X1,X2,...,Xn that are independent and identically N([mu],[sigma]2) distributed. Suppose that we have uncertain prior information that [mu]=0. We answer the question: To what extent can a frequentist 1-[alpha] confidence interval for [mu] utilize this prior information?

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Year of publication:	2008
Authors:	Farchione, David ; Kabaila, Paul
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 9, p. 1094-1100
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074592