Bi- and Poly- Optimal Confidence Limits for a Location and Parameter

摘要

In this report we define poly-optimal confidence intervals for a location-parameter. The formulas are given for the case of two shapes, but can easily be extended to the case of many shapes. For the case of two situations, the Gaussian and the slash, the resulting family of confidence interval estimators is examined. These interval estimators are competitors of existing so-called robust procedures. A comparison to a few of these is included. (Author)