Confidence Intervals from One One Observation
Abstract
Description
Robert Machol's surprising result, that from a single observation it is possible to have finite length confidence intervals for the parameters of location-scale models, is re-produced and extended. Two previously unpublished modifications are included. First, Herbert Robbins nonparametric confidence interval is obtained. Second, I introduce a technique for obtaining confidence intervals for the scale parameter of finite length in the logarithmic metric.
Keywords: Theory/Foundations , Estimation, Prior Distributions, Non-parametrics & Semi-parametrics Geometry of Inference, Confidence Intervals, Location-Scale models
LaTeX, 6 pages, 4 PostScript figures, MaxEnt94 macros. This paper will appear in the Proceedings of the 1994 Maximun Entropy and Bayesian Methods, Kluwer Academic Publishers. Author website: http://omega.albany.edu:8008/carlos/
LaTeX, 6 pages, 4 PostScript figures, MaxEnt94 macros. This paper will appear in the Proceedings of the 1994 Maximun Entropy and Bayesian Methods, Kluwer Academic Publishers. Author website: http://omega.albany.edu:8008/carlos/