478

Confidence intervals for the normal mean utilizing prior information

Abstract

Consider X1,X2,...,XnX_{1},X_{2},...,X_{n} that are independent and identically N(μ,σ2)\text{N}(\mu,\sigma^{2}) distributed. Suppose that we have uncertain prior information that μ=0\mu = 0. We answer the question: to what extent can a frequentist 1α1-\alpha confidence interval for μ\mu utilize this prior information?

View on arXiv
Comments on this paper