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research article
Conditional behavior of confidence intervals
Clerc Bérod, Annick
This paper studies conditional properties of equivariant confidence intervals of a location parameter. The probability of covering the true value of the location parameter conditional on the location-and-scale configuration is computed. Also, the asymptotic distribution of this coverage probability is derived. Finally, the resulting expressions are applied to various confidence bounds such as the Wilcoxon, the Student $t$ and the Cauchy likelihood bound.
Type
research article
Authors
Clerc Bérod, Annick
Publication date
1994
Volume
21
Start page
159
End page
167
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
April 4, 2006
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