Optimal confidence intervals for bounded parameters (a correct alternative to the recipe of Feldman and Cousins)
Fyodor V. Tkachov

TL;DR
This paper introduces a method for constructing confidence intervals that incorporate prior bounds on parameters, improving accuracy and robustness over traditional methods like Feldman and Cousins.
Contribution
It presents a straightforward, optimal approach to include a priori bounds in confidence intervals within the frequentist framework, enhancing resolution and robustness.
Findings
Provides a method with improved resolution for non-boundary values
Ensures robustness against non-physical estimator values
Offers a straightforward alternative to Feldman and Cousins' recipe
Abstract
A priori bound for the parameter to be estimated is incorporated into confidence intervals within frequentistic approach in a straightforward and optimal fashion, ensuring the best resolution of non-boundary values as well as robustness for non-physical values of the estimator.
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Taxonomy
TopicsStatistical Methods and Inference · Markov Chains and Monte Carlo Methods · Groundwater flow and contamination studies
