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A Unified Approach for Constructing Confidence Intervals and Hypothesis Tests Using h-function (2108.11578v1)

Published 26 Aug 2021 in math.ST and stat.TH

Abstract: We introduce a general method, named the h-function method, to unify the constructions of level-alpha exact test and 1-alpha exact confidence interval. Using this method, any confidence interval is improved as follows: i) an approximate interval, including a point estimator, is modified to an exact interval; ii) an exact interval is refined to be an interval that is a subset of the previous one. Two real datasets are used to illustrate the method.

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