Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

25--- Asap Let > 0 be an unknown parameter and T > 0 be a statistic. Suppose that T / is a pivotal quantity having

25--- Asap

Let > 0 be an unknown parameter and T > 0 be a statistic. Suppose that T / is a pivotal quantity having Lebesgue density f and that x2f(x) is unimodal at x0 in the sense that f(x) is nondecreasing for x x0 and f(x) is nonincreasing for x x0. Consider the following class of confidence intervals for : C = [b1T,a1T] : a > 0,b> 0, b a f(x)dx = 1 " . Show that if [b1 T,a1 T] C, a2 f(a) = b2 f(b) > 0, and a x0 b, then the interval [b1 T,a1 T] has the shortest length within C.

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Financial Accounting A Global Perspective

Authors: Rod Monger

1st Edition

0470518405, 978-0470518403

More Books

Students also viewed these Accounting questions

Question

Why would Xerox be concerned about its name becoming generic?

Answered: 1 week ago