Outline of a Theory of Statistical Estimation Based on the Classical Theory of Probability¶
Neyman, J. (1937). Outline of a Theory of Statistical Estimation Based on the Classical Theory of Probability. Philosophical Transactions of the Royal Society of London. Series A, Mathematical and Physical Sciences, 236(767), 333-380.
Cited by¶
2 citations across 2 artifacts.
Each citation links to the sentence it supports in the citing article.
Primes¶
- Confidence Intervals
- When assumptions are violated (wrong sampling distribution, misspecified model) or interpretation is confused (treating realized interval as having 1−α probability of containing θ), the nominal coverage departs from actual coverage, compromising inferential validity
This sourceThe paper that introduces the confidence-interval concept and its construction (by inverting a family of tests), explicitly defining the coverage 1-alpha as a long-run frequency property of the procedure rather than of any realized interval. DOI live-confirmed to resolve this session.
- When assumptions are violated (wrong sampling distribution, misspecified model) or interpretation is confused (treating realized interval as having 1−α probability of containing θ), the nominal coverage departs from actual coverage, compromising inferential validity
Mechanisms¶
- Confidence Interval
- The confidence level is the long-run coverage of the procedure — the fraction of intervals that would contain the true value across many repetitions
This sourceDefines confidence through an interval procedure that contains the true parameter in a specified proportion of repeated applications.
- The confidence level is the long-run coverage of the procedure — the fraction of intervals that would contain the true value across many repetitions
Verification¶
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Registry ID ref:59f5004b5131 · see in the full table