Let Work out various possibilities to construct a confidenc set for θ Let Obtain the confidenc set in (4.5.4) and (4.5.5). Show that (4.5.7) holds, that is, is an unbiased confidenc set. Use the...

Let

Work out various possibilities to construct a confidenc set for θ

Let

Obtain the confidenc set

in (4.5.4) and (4.5.5). Show that (4.5.7) holds, that is,

is an unbiased confidenc set. Use the affin invariance property and show that

is UMA confidenc set within the class of all affine-i variant confidenc sets for θ.

In the binomial setup, for given a, b and observed Xn, use (4.5.9) to obtain a confidenc interval for θ.

Chapter 5