Document Type
Article
Publication Date
3-31-2021
Publication Title
South African Statistical Journal
Volume
55
Issue
1
Pages
45-54
Publisher Name
South African Statistical Association
Publisher Location
Stellenbosch, South Africa
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.
Recommended Citation
Chattopadhyay, Bhargab and Banerjee, Swarnali. Estimation of location parameter within pre-specified error bound with second-order efficient two-stage procedure. South African Statistical Journal, 55, 1: 45-54, 2021. Retrieved from Loyola eCommons, Mathematics and Statistics: Faculty Publications and Other Works, http://dx.doi.org/10.37920/sasj.2021.55.1.4
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Copyright Statement
© South African Statistical Association, 2021.
Comments
Author Posting © South African Statistical Association, 2021. This article is posted here by permission of the South African Statistical Association for personal use, not for redistribution. The article was published in the South African Statistical Journal, Volume 55, Issue 1, pp. 45-54, March 2021, https://dx.doi.org/10.37920/sasj.2021.55.1.4.