A Unified Approach for Constructing Confidence Intervals and Hypothesis Tests Using h-function

Weizhen Wang

doi:10.48550/arXiv.2108.11578

A Unified Approach for Constructing Confidence Intervals and Hypothesis Tests Using h-function

Weizhen Wang

Wright State University

Research output: Contribution to journal › Article › peer-review

Abstract

We introduce a general method, named the h-function method, to unify the con- structions of level- exact test and 1− exact confidence interval. Using this method, any confidence interval is improved as follows: i) an approximate interval, including a point estimator, is modified to an exact interval; ii) an exact interval is refined to be an interval that is a subset of the previous one. Two real datasets are used to illustrate the method.

Original language	American English
Journal	Default journal
DOIs	https://doi.org/10.48550/arXiv.2108.11578
State	Published - Jan 1 2021

Keywords

Admissible confidence interval
Difference of two proportions
Infimum coverage probability
Order
p-value

Disciplines

Applied Mathematics
Applied Statistics
Mathematics
Physical Sciences and Mathematics
Statistics and Probability

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AB - We introduce a general method, named the h-function method, to unify the con- structions of level- exact test and 1− exact confidence interval. Using this method, any confidence interval is improved as follows: i) an approximate interval, including a point estimator, is modified to an exact interval; ii) an exact interval is refined to be an interval that is a subset of the previous one. Two real datasets are used to illustrate the method.

KW - Admissible confidence interval

KW - Difference of two proportions

KW - Infimum coverage probability

KW - Order

KW - p-value

UR - https://corescholar.libraries.wright.edu/math/414

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A Unified Approach for Constructing Confidence Intervals and Hypothesis Tests Using h-function

Abstract

Keywords

Disciplines

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