[機統] uniformly most accurate confidece set
Let X_1,...,X_n be a random sample from a p.d.f. f(x|θ) and suppose that
{θ:L(X_1,...,X_n)≦θ≦U(X_1,...,X_n)} is a most accurate (1-α)
confidence interval for θ. Find a UMA (1-α) confidence interval for 1/θ
我猜應該是對θ的範圍作變換
但不太知道該怎麼下手才正確@@
求高手協助 謝謝!
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06/15 00:31, , 1F
06/15 00:31, 1F