ON Expected Lengths of Confidence Intervals Given by Common Test Statistics.
主 题: ON Expected Lengths of Confidence Intervals Given by Common Test Statistics.
报告人: Prof. R.Mukerjee ((Indian Institute of Managem))
时 间: 0000-00-00
地 点: 理科楼1114
Abstract: We consider a wide class of test statistics containing, in particular, such natural and commonly used statistics as the likelihood ratio, Rao's score, Wald's and modified Wald's statistics. The statistics in the class are compared on the basis of expected lengths of theassociated
confidence intervals. Explicit higher order asymptotic formulae are given.A connection with Bartlett adjustability
is also established.