3y? exp 03 f(y|0) y > 0, 03 here 0 > 0 is a parameter. Using an appropriate pivotal quantity, verify that Y Y - log a)!/3 ' (– log(1 – a))!/3 ] a confidence interval for 0 with coverage probability 1 – 2a.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Let Y be a random variable whose density function is

3y2 ? y3? f(y|θ)= θ3 exp −θ3 , y>0,
where θ > 0 is a parameter. Using an appropriate pivotal quantity, verify that
?Y,Y? (− log α)1/3 (− log(1 − α))1/3
is a confidence interval for θ with coverage probability 1 − 2α.

34 exp
f (y|0)
03
y > 0,
03
where 0 > 0 is a parameter. Using an appropriate pivotal quantity, verify that
Y
Y
(– log a)1/3 ' (– log(1 – a))!/3
is a confidence interval for 0 with coverage probability 1 – 2a.
Transcribed Image Text:34 exp f (y|0) 03 y > 0, 03 where 0 > 0 is a parameter. Using an appropriate pivotal quantity, verify that Y Y (– log a)1/3 ' (– log(1 – a))!/3 is a confidence interval for 0 with coverage probability 1 – 2a.
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