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Confidence Intervals from One One Observation

Carlos C. Rodriguez
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Abstract

Robert Machol's surprising result, that from a single observation it is possible to have finite length confidence intervals for the parameters of location-scale models, is re-produced and extended. Two previously unpublished modifications are included. First, Herbert Robbins nonparametric confidence interval is obtained. Second, I introduce a technique for obtaining confidence intervals for the scale parameter of finite length in the logarithmic metric. Keywords: Theory/Foundations , Estimation, Prior Distributions, Non-parametrics & Semi-parametrics Geometry of Inference, Confidence Intervals, Location-Scale models

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Carlos C. Rodriguez. 1995-04-12. Confidence Intervals from One One Observation. https://arxiv.org/abs/bayes-an/9504001

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