All Questions
Tagged with highest-density-region optimization
1 question
10
votes
4
answers
3k
views
Chi-squared confidence interval for variance
When constructing, for example, a $90\%$ confidence interval for the population variance using the chi-squared distribution, we have:
\begin{align}
& P\left(a<\frac{(n-1)S^2}{\sigma^2}<b\...
- 103