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- W60114903 abstract "The calculation of a confidence interval for an unknown threshold is sometimes a non-standard problem. We use a modification of a score statistic initially suggested by Smith for hypothesis testing. The limiting distribution follows a stable law. We use the Mellin transform to obtain explicit formulas for the parameters defining this distribution. We show that if the distribution is to remain non-degenerate over the range of possible parameters values then a special standardization has to be used. We also so show how the score statistic can be modified so that it converges to just a single distribution. This simplifies the tabulation required for practical confidence interval calculations.KeywordsStable-Law DistributionsMellin Transform" @default.
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- W60114903 date "1995-01-01" @default.
- W60114903 modified "2023-09-27" @default.
- W60114903 title "Confidence Intervals for Threshold Parameters" @default.
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- W60114903 doi "https://doi.org/10.1007/978-1-4612-0789-4_7" @default.
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