Journal of the American Statistical Association volume 81, issue 394, P518-525 1986 DOI: 10.1080/01621459.1986.10478299 View full text
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Stephan Morgenthaler

Abstract: A conditional approach to robustness is described and applied to interval estimation for a location parameter. Two new types of confidence interval estimators using two-dimensional numerical integrations within location-and-scale configurations emerge. Strong confidence intervals have robust conditional coverage probabilities. Bioptimal confidence intervals are as short as possible and have robust overall coverage probabilities. Robust intervals compromising the Gaussian and the slash distributions serve as e…

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