Mathematics – Statistics Theory
Scientific paper
2007-09-27
Statistics and Probability Letters, 78, 1094-1100 (2008)
Mathematics
Statistics Theory
The paper has been accepted for publication in Statistics and Probability Letters
Scientific paper
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?
Farchione David
Kabaila Paul
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