Statistics Interval estimation Concept
Neyman construction
Summary
The Neyman construction is a general method to build a confidence interval for a parameter. It starts from a family of acceptance regions, one for each value of the parameter. The confidence set collects all parameter values whose acceptance region contains the observed data. It is the inversion of a family of hypothesis tests, and it gives the required coverage without any pivot.
Further reading
About this page
| Tag | EKZB41Y82N |
|---|---|
| URI | m2://EKZB41Y82N |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62F25, 62F03 |
| Same as |
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