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Estimation of location parameter within pre-specified error bound with second-order efficient two-stage procedure
Published in South African Statistical Association
2021
Volume: 55
   
Issue: 1
Pages: 45 - 54
Abstract
This paper develops a general approach for constructing a confidence interval for a parameter of interest with a specified confidence coefficient and a specified width. This is done assuming known a positive lower bound for the unknown nuisance parameter and independence of suitable statistics. Under mild conditions, we develop a modified two-stage procedure which enjoys attractive optimality properties including a second-order efficiency property and asymptotic consistency property. We extend this work for finding a confidence interval for the location parameter of the inverse Gaussian distribution. As an illustration, we developed a modified mean absolute deviation-based procedure in the supplementary section for finding a fixed-width confidence interval for the normal mean. © 2021 South African Statistical Association
About the journal
JournalSouth African Statistical Journal
PublisherSouth African Statistical Association
ISSN0038271X
Open AccessNo