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嘉宾：王维真教授(Wright State University)
题目：Asymptotic versus Exact Confidence Intervals
时间：2015年12月28日下午4:00-5:30
地点：管理科研大楼1018会议室
单位：统计与金融系
摘要：Confidence interval is used to capture the parameter of interest. The probability that the interval includes the parameter is called the coverage probability and it is a function of parameters. The coverage probability is required to be at least the prespecified confidence level at all parameter con- figurations. In statistical practice, confidence interval is obtained as soon as the point estimator for the parameter is shown to be asymptotically normally distributed, and as a result the “validity” of confidence interval is claimed. In this talk, we first evaluate the coverage probability of some commonly used asymptotic and bootstrap intervals and show that their infimum coverages are below the given level even with large samples. Then we introduce admissible exact confidence intervals with an infimum coverage probability no less than the given confidence level.
