Discuss the Existence and the Uniqueness of the Shortest Confidence Interval According to the Nonlinear Programming
Sun Hui-ling · Journal of Beijing Union University · 2008
The interval estimation of parameter is a basic form for statistical conclusion,which can indicate the possible scale for estimated general parameter in a certain extent dependability based on the distribution of pivot quantity.The theory of Neyman confidence interval shows that the certain level of confidence ensures the certain extent dependability,but the precision is often scaled by the length of interval.In this article,according to the non-linear programming theory,both the existence and the uniqueness of the shortest confidence interval are discussed,and the shortest confidence interval with the interrelated method is obtained.Compared with the confidence interval calculated with traditional method,it has distinct advantage.