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A note on pratt's concept of minimal expected length of confidence intervals 

Author: O. Moeschlin a
Affiliation:   a Fern Universitat Gesamthochschule, Hagen
DOI: 10.1080/02331888408801799
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 15, Issue 4 1984 , pages 483 - 486
Formats available: PDF (English)
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Abstract

The identity on which PBATT'S concept of minimal expected length of confi-dence intervals is based, can only be proved under additional assumptions; i.e. the graph of the underlying estimation correspondence has to be measurable. Showing the existence of an estimation correspondence with minimal expected length, what Is done for a certain class of confidence estimation problems, the measurability of the graph of the estimation correspondence, has to be established.
Keywords: expected length of confidence intervals; estimation correspondence with a measurable graph
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