Interval Estimation: Test Inversion & Pivots
Josh Engwer · 2012
NOTATION: The PDF (probability density function) of random variable Xi is denoted as fXi {Xi} means the infinite sequence of random variable X1, X2, X3, . . . {Xi}1≤i≤n means the finite sequence of random variables X1, X2, . . . , Xn {Xi} means the sequence of random variables X1, X2, X3, . . . are iid (independent & identically distributed) {Xi} 1≤i≤n ∈ X is called a random sample from a population X with PDF fX and each Xi has marginal PDF fX . Indicator function I(x ∈ A) = IA(x) := { 1 , x ∈ A 0 , x 6∈ A }