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The Most Compact Subdomain of a Continuous Probability Distribution
Author(s) -
Farnsworth David L.
Publication year - 2004
Publication title -
teaching statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.425
H-Index - 13
eISSN - 1467-9639
pISSN - 0141-982X
DOI - 10.1111/j.1467-9639.2004.00175.x
Subject(s) - mathematics , probability distribution , estimator , interval (graph theory) , statistics , probability density function , distribution (mathematics) , symmetric probability distribution , statistical physics , combinatorics , mathematical analysis , physics
Summary This article describes the most compact 100 c % interval for a probability density for 0 < c < 1. An unbiased, distribution‐free estimator when c = 0.5 is presented.