Admissible Confidence Interval and Point Estimation for Translation or Scale Parameters
平移或尺度参数的容许置信区间与点估计
Sufficient conditions for admissibility of the best invariant confidence interval for a translation or scale parameter are given, for a very wide class of loss functions. These conditions result by adapting a theorem of L. D. Brown [2]. Simpler sufficient conditions are found for a subclass of loss functions of special interest. The subclass of losses involves three components. One concerned with coverage of the true value, another concerned with the distance from the…