Confidence Intervals with More Power to Determine the Sign: Two Ends Constrain the Means
更有能力判定均值符号的置信区间:两端约束均值
We present two new families of two-sided nonequivariant confidence intervals for the mean θ of a continuous, unimodal, symmetric random variable. Compared with the conventional symmetric equivariant confidence interval, they are shorter when the observation is small, and restrict the sign of θ for smaller observations. One of the families, a modification of Pratt's construction of intervals with minimal expected length when θ = 0, is longer than the conventional symmetric…