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On Cox’s Confidence Distribution

In: Probability and Bayesian Statistics

Author

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  • Jochen Mau

    (University of Tübingen, Statistics Project Institute of Medical Biometry)

Abstract

Summary A confidence distribution function is a graphical tool for flexible statistical analyses. It provides one- and two-sided tests of simple and interval hypotheses for any size, central and symmetrical confidence intervals of any level. Given an interval of equivalent values, it quantifies the strength of evidence for “no material difference” between two populations in a set of data, but is independent of the particular choice of such an interval.

Suggested Citation

  • Jochen Mau, 1987. "On Cox’s Confidence Distribution," Springer Books, in: R. Viertl (ed.), Probability and Bayesian Statistics, pages 347-356, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4613-1885-9_35
    DOI: 10.1007/978-1-4613-1885-9_35
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