Confidence Intervals from one Observation
Robert Machol’s surprising result, that from a single observation it is possible to have finite length confidence intervals for the parameters of location-scale models, is re-produced and extended. Two previously unpublished modifications are included. First, Herbert Robbins non-parametric confidence interval is obtained. Second, I introduce a technique for obtaining confidence intervals for the scale parameter of finite length in the logarithmic metric.
KeywordsScale Parameter Finite Length Geodesic Distance Single Observation Hypothesis Space
Unable to display preview. Download preview PDF.