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8: Set Estimation

Last updated

Aug 10, 2020
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- 7.6: Sufficient, Complete and Ancillary Statistics
- 8.1: Introduction to Set Estimation

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Set estimation refers to the process of constructing a subset of the parameter space, based on observed data from a probability distribution. The subset will contain the true value of the parameter with a specified confidence level. In this chapter, we explore the basic method of set estimation using pivot variables. We study set estimation in some of the most important models: the single variable normal model, the two-variable normal model, and the Bernoulli model.

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