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  Confidence Sets for Ratios: A Purely Geometric Approach To Fieller's Theorem

von Luxburg, U., & Franz, V.(2004). Confidence Sets for Ratios: A Purely Geometric Approach To Fieller's Theorem (133). Tübingen, Germany: Max Planck Institute for Biological Cybernetics.

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Item Permalink: https://hdl.handle.net/11858/00-001M-0000-0013-F351-5 Version Permalink: https://hdl.handle.net/21.11116/0000-0002-8B2B-2
Genre: Report

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MPIK-TR-133.pdf (Publisher version), 134KB
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 Creators:
von Luxburg, U1, 2, Author           
Franz, VH, Author           
Affiliations:
1Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497795              
2Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497794              

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 Abstract: We present a simple, geometric method to
construct Fieller's exact confidence sets for
ratios of jointly normally distributed random
variables. Contrary to previous geometric
approaches in the literature, our method is
valid in the general case where both sample mean
and covariance are unknown. Moreover, not only
the construction but also its proof are purely
geometric and elementary, thus giving intuition
into the nature of the confidence sets.

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 Dates: 2004-12
 Publication Status: Issued
 Pages: 11
 Publishing info: Tübingen, Germany : Max Planck Institute for Biological Cybernetics
 Table of Contents: -
 Rev. Type: -
 Identifiers: Report Nr.: 133
BibTex Citekey: 3172
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Title: Technical Report of the Max Planck Institute for Biological Cybernetics
Source Genre: Series
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Pages: - Volume / Issue: 133 Sequence Number: - Start / End Page: - Identifier: -