Deficiency, Imprecision, and Uncertainty in Interval Estimates of Normal Means
Titel:
Deficiency, Imprecision, and Uncertainty in Interval Estimates of Normal Means
Auteur:
Read, Campbell B.
Verschenen in:
Communications in statistics
Paginering:
Jaargang 1 (1973) nr. 3 pagina's 261-270
Jaar:
1973
Inhoud:
Let A be the best procedure for interval estimation of the mean of a sample of i.i.d. N(μ, σ2) variables when σ2 is known, and let B be a comparable procedure when σ2 is unknown. Measures of further effort required for B to achieve the same performance as A are i) deficiency, or difference in sample size, ii) imprecision, or difference in the (expected) interval width, and iii) uncertainty, or difference in the confidence levels of A and B. Some large-sample results are obtained; circumstances are shown for which the deficiency increases to a limit asymptotically. Tables are given, which also provide upper bounds to the savings achieved by incorporating a previous estimate of σ2 into the data.
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