Confidence intervals for the normal mean utilizing prior information
classification
🧮 math.ST
stat.TH
keywords
informationpriorconfidencealphaanswerconsiderdistributedextent
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Consider X_1,X_2,...,X_n that are independent and identically N(mu,sigma^2) distributed. Suppose that we have uncertain prior information that mu = 0. We answer the question: to what extent can a frequentist 1-alpha confidence interval for mu utilize this prior information?
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