an:04174149
Zbl 0713.62051
Bajramov, I. G.; Petunin, Yu. I.
Structure of invariant confidence intervals containing the main distributed mass
EN
Theory Probab. Appl. 35, No. 1, 15-26 (1990); translation from Teor. Veroyatn. Primen. 35, No. 1, 15-26 (1990).
00181707
1990
j
62G15 62G30
invariant confidence intervals; probability content; order statistics; class of all continuous distributions; confidence levels; rational numbers
Based upon order statistics, confidence intervals are considered which contain well defined parts of the probability mass of a distribution and which are invariant under changes of the distribution within the class of all continuous distributions. The respective possible confidence levels are shown to be rational numbers.
W.-D.Richter