On the Relationship between Stepwise Decision Procedures and Confidence Sets
On the Relationship between Stepwise Decision Procedures and Confidence Sets
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DOI：
10.1080/01621459.1994.10476453
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发表时间：
1994-03
影响因子：
3.7
通讯作者：
A. Hayter;J. Hsu
中科院分区：
文献类型：
--
作者：
A. Hayter;J. Hsu
本文讨论了未知参数集的两种标准推理方法之间的关系，即逐步决策程序和同时可信区间的构造。对于单边递减和递增决策过程以及双边递减决策过程，讨论了k=2的示例性例子。对于具有正态分布假设的这些示例，构建了与决策过程相关联的一组置信度区间，其在不增加错误率的情况下提供附加信息。这项工作的含义是，通常使用的逐步决策程序本身并不能提供可用的完整推理。还讨论了为满足实验者的特殊要求而专门设计的新的决策程序和置信集的构造。
Abstract This article considers the relationship between two standard methods of inference on a set of A: unknown parameters, namely stepwise decision procedures and the construction of simultaneous confidence intervals. Illustrative examples with k = 2 are discussed for one-sided step-down and step-up decision procedures and for a two-sided step-down decision procedure. For these examples with normal distributional assumptions, a set of confidence intervals associated with the decision procedure is constructed that provides additional information at no increase in the error rate. The implication of this work is that commonly used stepwise decision procedures are per se not providing as complete an inference as is available. The construction of new decision procedures and confidence sets designed specifically to meet an experimenter's particular requirements is also discussed.