On the nonexistence of certain optimal confidence sets for the rectangular problem

It has been shown that there does not exist any uniformly most accurate unbiased or uniformly most accurate invariant confidence set for [theta] at level 1 -- [alpha] where the sample is drawn from a rectangular ([theta], [theta] + 1) distribution. So Pratt's (1961) statement in this connection is seen to be fallacious.

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Year of publication:	1994
Authors:	Chatterjee, Shoutir Kishore ; Chattopadhyay, Gaurangadeb
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 21.1994, 4, p. 263-269
Publisher:	Elsevier
Keywords:	Confidence set Unbiased Invariant Most accurate Rectangular distribution

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

Persistent link: https://www.econbiz.de/10005254136