Robert Machol's surprising result, that from a single observation it is possible to have finite length confidence intervals for the parameters of location-scale models, is re-produced and extended. Two previously unpublished modifications are included. First, Herbert Robbins nonparametric confidence interval is obtained. Second, I introduce a technique for obtaining confidence intervals for the scale parameter of finite length in the logarithmic metric. Keywords: Theory/Foundations , Estimation, Prior Distributions, Non-parametrics & Semi-parametrics Geometry of Inference, Confidence Intervals, Location-Scale models
CITATION STYLE
Rodríguez, C. C. (1996). Confidence Intervals from one Observation. In Maximum Entropy and Bayesian Methods (pp. 175–182). Springer Netherlands. https://doi.org/10.1007/978-94-009-0107-0_19
Mendeley helps you to discover research relevant for your work.