On the asymptotic construction of confidence intervals (Statistical Inference and the Bioequivalence Problem)
Masafumi Akahira · Institutional Repositories DataBase (IRDB) · 2001
An asymptotically unbiased confidence interval is constructed from an unbiased test up to the third order, and its application to the location parameter case is described.Further, from the viewpoint of aposterior risk, the upper and lower confidence limits are derived and, in practice, obtained up to the second order in case of the normal, uniform and truncated normal distributions.The relationship between the loss function and a confidence level is also discussed.