A Unified Approach for Constructing Confidence Intervals and Hypothesis Tests Using h-function

Weizhen Wang

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arXiv · 2108.11578

A Unified Approach for Constructing Confidence Intervals and Hypothesis Tests Using h-function

Weizhen Wang

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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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Weizhen Wang. 2021-08-26. A Unified Approach for Constructing Confidence Intervals and Hypothesis Tests Using h-function. https://arxiv.org/abs/2108.11578

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