The construction of combined Bayesian-frequentist confidence intervals for a positive parameter

Masafumi Akahira; Atsushi Shimizu; Kei Takeuchi

doi:10.6092/issn.1973-2201/95

The construction of combined Bayesian-frequentist confidence intervals for a positive parameter

Authors

Masafumi Akahira University of Tsukuba

Institute of Mathematics
Atsushi Shimizu University of Tsukuba
Institute of Mathematics
Kei Takeuchi Meiji Gakuin University
Faculty of International Studies

DOI:

https://doi.org/10.6092/issn.1973-2201/95

Abstract

In current physics experiments, there are many cases when the value of a parameter is theoretically assumed to be nonnegative or positive. In such cases, a combined Bayesian-frequentist approach to confidence intervals for a positive parameter is adopted in this paper, and the confidence intervals are constructed. Comparisons of the confidence intervals with ordinary and Bayesian ones are done in the normal cases.

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How to Cite

Akahira, M., Shimizu, A., & Takeuchi, K. (2005). The construction of combined Bayesian-frequentist confidence intervals for a positive parameter. Statistica, 65(4), 351–365. https://doi.org/10.6092/issn.1973-2201/95