A decision-theoretic approach to interval estimation

Published

Journal Article

Under an appropriate loss function, interval estimation may be regarded as a Bayesian decision-making procedure in which the objective is to find an interval that minimizes expected loss. For various loss functions, the behavior of the optimal interval is investigated, a comparison is made with the usual non-decision-theoretic interval estimates, and applications and examples are discussed. © Taylor & Francis Group, LLC.

Full Text

Duke Authors

Cited Authors

  • Winkler, RL

Published Date

  • January 1, 1972

Published In

Volume / Issue

  • 67 / 337

Start / End Page

  • 187 - 191

Electronic International Standard Serial Number (EISSN)

  • 1537-274X

International Standard Serial Number (ISSN)

  • 0162-1459

Digital Object Identifier (DOI)

  • 10.1080/01621459.1972.10481224

Citation Source

  • Scopus