论文信息 - A Decision-Theoretic Approach to Interval Estimation

A Decision-Theoretic Approach to Interval Estimation

Abstract Under an appropriate loss function, interval estimation may be regarded as a Bayesian decision-making procedure in which the objective is to find an interval that minimizes expected loss. For various loss functions, the behavior of the optimal interval is investigated, a comparison is made with the usual non-decision-theoretic interval estimates, and applications and examples are discussed.

R. L. Winkler

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