Comparison Of Conditional And Unconditional Confidence Intervals For The Double Exponential Distribution
Abstract
Conditional confidence intervals for the location parameter of the double exponential distribution based on maximum likelihood estimators conditioned on a set of ancillary statistics and the corresponding unconditional confidence intervals based on the maximum likelihood estimators alone are compared in two ways. Monte Carlo techniques are used and the conditional approach appears to give slightly better results although agreement as n becomes larger is noted. © 1978, Taylor & Francis Group, LLC. All rights reserved.
Recommended Citation
J. V. Grice et al., "Comparison Of Conditional And Unconditional Confidence Intervals For The Double Exponential Distribution," Communications in Statistics - Simulation and Computation, vol. 7, no. 5, pp. 515 - 524, Taylor and Francis Group; Taylor and Francis, Jan 1978.
The definitive version is available at https://doi.org/10.1080/03610917808812094
Department(s)
Mathematics and Statistics
Second Department
Geosciences and Geological and Petroleum Engineering
Keywords and Phrases
ancillary statistics; expected confidence interval lenath; maximum likelihood estimators; power of a test
International Standard Serial Number (ISSN)
1532-4141; 0361-0918
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2023 Taylor and Francis Group; Taylor and Francis, All rights reserved.
Publication Date
01 Jan 1978
Comments
Army Research Office, Grant DAAG29-77-G-0128