Adaptive multigroup confidence intervals with constant coverage
具有恒定覆盖率的自适应多组置信区间
Commonly used interval procedures for multigroup data attain their nominal coverage rates across a population of groups on average, but their actual coverage rate for a given group will be above or below the nominal rate, depending on the group mean. While correct coverage for a given group can be achieved with a standard |$t$|-interval, this approach is not adaptive to the available information about the distribution of group-specific means. In this article we construct…