1) La descarga del recurso depende de la página de origen
2) Para poder descargar el recurso, es necesario ser usuario registrado en Universia


Opción 1: Descargar recurso

Opción 2: Descargar recurso

Detalles del recurso

Descripción

We begin with a decision-theoretic investigation into confidence sets that minimize expected volume at a given parameter value. Such sets are constructed by inverting a family of uniformly most powerful tests, and hence they also enjoy the optimality property of being uniformly most accurate. In addition, these sets possess Bayesian optimal volume properties and represent the first case (to our knowledge) of a frequentist 1 – α confidence set that possesses a Bayesian optimality property. The hypothesis testing problem that generates these sets is similar to that encountered in bioequivalence testing. Our sets are optimal for testing bioequivalence in certain settings; in the case of the normal distribution, the optimal set is a curve known as the limaçon of Pascal. We illustrate the use of these curves with a biopharmaceutical example.

Pertenece a

ScholarlyCommons@Penn  

Autor(es)

Brown, Lawrence D -  Casella, George -  Hwang, J. T. Gene - 

Id.: 70516091

Versión: 1.0

Estado: Final

Tipo:  application/pdf - 

Palabras claveBayes estimation - 

Tipo de recurso: Texto Narrativo  - 

Tipo de Interactividad: Expositivo

Nivel de Interactividad: muy bajo

Audiencia: Estudiante  -  Profesor  -  Autor  - 

Estructura: Atomic

Coste: no

Copyright: sí

Formatos:  application/pdf - 

Requerimientos técnicos:  Browser: Any - 

Relación: [IsBasedOn] Statistics Papers

Fecha de contribución: 28-nov-2017

Contacto:

Localización:

Otros recursos del mismo autor(es)

  1. Introducing Monte Carlo Methods with R Computational techniques based on simulation have now become an essential part of the statistician's...
  2. Confidence intervals for the means of the selected populations Consider an experiment in which $p$ independent populations $\pi_{i}$ with corresponding unknown mea...
  3. A History of Markov Chain Monte Carlo--Subjective Recollections from Incomplete Data-- In this note we attempt to trace the history and development of Markov chain Monte Carlo (MCMC) from...
  4. Introducing Monte Carlo Methods with R Solutions to Odd-Numbered Exercises 87 pages, 11 figures
  5. The Heat Equation and Stein's Identity: Connections, Applications This article presents two expectation identities and a series of applications. One of the identities...

Otros recursos de la mismacolección

  1. Price Controls and Market Structure: Evidence From Gasoline Retail Markets In this paper we study the effect of price floor regulations on the organization and performance of ...
  2. A Multi-level Investigation of Information Technology Outsourcing This study proposes and tests a model of the information technology (IT) outsourcing decision that i...
  3. Price Dispersion in Mortgage Markets Using transaction-level data on Canadian mortgage contracts, we document an increase in the average ...
  4. The Effect of Explicit Communication on Pricing: Evidence From the Collapse of a Gasoline Cartel We study the collapse of collusion in Québec's retail gasoline market following a Competition Bureau...
  5. An Econometric Analysis in Retail Supply Chain Management: Sales Forecasting, Inventory Benchmarking and Supply Chain Optimization The operational efficiency of a retailer is defined by its supply-chain management (SCM) mechanisms....

Aviso de cookies: Usamos cookies propias y de terceros para mejorar nuestros servicios, para análisis estadístico y para mostrarle publicidad. Si continua navegando consideramos que acepta su uso en los términos establecidos en la Política de cookies.