South African Statistical Journal
South African Statistical Association
Stellenbosch, South Africa
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.
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
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