Physical Sciences and Mathematics Commons^™

A Unified Approach For Constructing Confidence Intervals And Hypothesis Tests Using H-Function, Weizhen Wang

Mathematics and Statistics Faculty Publications

We introduce a general method, named the h-function method, to unify the con- structions of level- exact test and 1− exact confidence interval. Using this method, any confidence interval is improved as follows: i) an approximate interval, including a point estimator, is modified to an exact interval; ii) an exact interval is refined to be an interval that is a subset of the previous one. Two real datasets are used to illustrate the method.