Title : ( On confidence bounds for one-parameter exponential families )
Authors: Mojtaba Alizadeh , Saralees Nadarajah , Mahdi Doostparast , Abbas Parchami , M. Mashinchi ,
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Abstract
There exist various methods for providing confidence intervals for unknown parameters of interest on the basis of a random sample. Generally, the bounds are derived from a system of non-linear equations. In this paper, we present a general solution to obtain an unbiased confidence interval with confidence coefficient 1-alpha in one-parameter exponential families. Also we discuss two Bayesian credible intervals, the highest posterior density (HPD) and relative surprise (RS) credible intervals. Standard criteria like the coverage length and coverage probability are used to assess the performance of the HPD and RS credible intervals. Simulation studies and real data applications are presented for illustrative purposes.
Keywords
, Coverage length, Coverage probability, HPD credible interval, One-parameter, exponential family, Pivotal quantity method, Relative surprise credible interval, Unbiased, confidence interval
@article{paperid:1045149,
author = {Mojtaba Alizadeh and Saralees Nadarajah and Doostparast, Mahdi and Abbas Parchami and M. Mashinchi},
title = {On confidence bounds for one-parameter exponential families},
journal = {Communications in Statistics Part B: Simulation and Computation},
year = {2017},
volume = {46},
number = {2},
month = {February},
issn = {0361-0918},
pages = {1569--1582},
numpages = {13},
keywords = {Coverage length; Coverage probability; HPD credible interval; One-parameter; exponential family; Pivotal quantity method; Relative surprise credible interval; Unbiased; confidence interval},
}
%0 Journal Article
%T On confidence bounds for one-parameter exponential families
%A Mojtaba Alizadeh
%A Saralees Nadarajah
%A Doostparast, Mahdi
%A Abbas Parchami
%A M. Mashinchi
%J Communications in Statistics Part B: Simulation and Computation
%@ 0361-0918
%D 2017
