Ch 9 Interval Estimation
Ch 9. Interval Estimation
Ch 9. Interval Estimation
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<strong>Ch</strong> 9. <strong>Interval</strong> <strong>Estimation</strong><br />
Optimal theory for CI<br />
<strong>Ch</strong>apter 9<br />
Intro<br />
Finding <strong>Interval</strong><br />
Estimator<br />
Optimal theory<br />
for CI<br />
⊳ Note: UMP unbiased test can be inverted to obtain UMA<br />
unbiased confidence region(set, interval).<br />
⊲ Example: X 1 , · · · , X n<br />
iid<br />
∼ N(µ, σ 2 ). σ 2 is known.
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