Statistical properties of exact confidence intervals from discrete data using studentized test statistics

We consider exact confidence limits obtained from discrete data by inverting a hypothesis test based on a studentized test statistic. We show that these confidence limits (a) are nesting and (b) have greater large sample efficiency than Buehler confidence limits that are required to be nesting.

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Year of publication:	2008
Authors:	Kabaila, Paul
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 6, p. 720-727
Publisher:	Elsevier
Keywords:	Confidence limit Buehler confidence limit Biostatistics Discrete data Nuisance parameter

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

Persistent link: https://www.econbiz.de/10005259136