The Power of Confidence Intervals
Abstract
Description
We connect the power of Confidence Intervals in different Frequentist methods to their reliability. We show that in the case of a bounded parameter a biased method which near the boundary has large power in testing the parameter against larger alternatives and small power in testing the parameter against smaller alternatives is desirable. Considering the recently proposed methods with correct coverage, we show that the Maximum Likelihood Estimator method has optimal bias.
4 pages. Talk presented by C. Giunti at the International Conference on Advanced Statistical Techniques in Particle Physics, 18-22 March 2002, Durham, UK
4 pages. Talk presented by C. Giunti at the International Conference on Advanced Statistical Techniques in Particle Physics, 18-22 March 2002, Durham, UK