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Interval Estimation in Exponential Families  (Make Corrections)  
Lawrence D. Brown, T. Tony Cai, Anirban DasGupta



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Abstract: In this paper we consider interval estimation of the mean in the natural Exponential family with a quadratic variance function; the family includes the Binomial, Poisson, Negative Binomial, Normal, Gamma, and a sixth distribution as special cases. For the three discrete cases, the Wald confidence interval and four alternative intervals are examined by means of two term Edgeworth expansions of the coverage probability and a two term expansion of the expected length. The results and additional... (Update)

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BibTeX entry:   (Update)

@misc{ brown-interval,
  author = "Lawrence D. Brown and T. Tony Cai and Anirban {DasGupta}",
  title = "Interval Estimation in Exponential Families",
  url = "citeseer.ist.psu.edu/401978.html" }
Citations (may not include all citations):
452   Statistical Decision Theory and Bayesian Analysis (context) - Berger - 1985
223   Linear Statistical Inference and Its Applications (context) - Rao - 1973
194   Continuous Univariate Distributions (context) - Johnson, Kotz et al. - 1995
82   The Bootstrap And Edgeworth Expansion (context) - Hall - 1992
42   Normal Approximation And Asymptotic Expansions (context) - Bhattacharya, Rao - 1976
40   The Statistical Analysis of Discrete Data (context) - Santner, Du - 1989
36   Fundamentals of Statistical Exponential Families with Applic.. (context) - Brown - 1986
34   Asymptotic Techniques for Use in Statistics (context) - -Nielsen, Cox - 1989
23   Approximation Theorems of Mathematical Statistics (context) - ing - 1980
21   The selection of prior distributions by formal rules (context) - Kass, Wasserman - 1996
20   Natural exponential families with quadratic variance functio.. (context) - Morris - 1983
20   Natural exponential families with quadratic variance functio.. (context) - Morris - 1982
14   Asymptotic expansions associated with posterior distribution.. (context) - Johnson - 1970
11   Higher Order Asymptotics (context) - Ghosh - 1994
6   Fourier analysis of distribution functions: a mathematical s.. (context) - Esseen - 1945

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