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Bias corrected empirical Bayes confidence intervals for the selected mean.
- Source :
-
Communications in Statistics: Theory & Methods . 2019, Vol. 48 Issue 3, p583-595. 13p. - Publication Year :
- 2019
-
Abstract
- Empirical Bayes (EB) methods are very useful for post selection inference. Following Datta et al. (2002), we construct EB confidence intervals for the selected population mean. The EB intervals are adjusted to achieve the target coverage probabilities asymptotically up to the second order. Both unconditional coverage probabilities of EB intervals and corresponding probabilities conditional on ancillary statistics are found. [ABSTRACT FROM AUTHOR]
- Subjects :
- *CONDITIONAL probability
*PROBABILITY theory
*CONFIDENCE intervals
*STATISTICS
Subjects
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 48
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 136365826
- Full Text :
- https://doi.org/10.1080/03610926.2017.1417427