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Biometrika 1968 55(1):141-148; doi:10.1093/biomet/55.1.141
© 1968 by Biometrika Trust
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Linear-loss interval estimation of location and scale parameters

J. AITCHISON and I. R. DUNSMORE

University of Glasgow

A decision-theory approach to the estimation, by interval or point, of location and scale parameters based on a piecewise-linear loss function is presented. Of particular interest is the simple relationship of the equivalent confidence coefficient of the emerging interval estimators to the constants of the loss function.


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