[機統] uniformly most accurate confidece set

[Goffman (Erving Goffman)]

   Let X_1,...,X_n be a random sample from a p.d.f. f(x|θ) and suppose that

   {θ:L(X_1,...,X_n)≦θ≦U(X_1,...,X_n)} is a most accurate (1-α)

   confidence interval for θ. Find a UMA (1-α) confidence interval for 1/θ



我猜應該是對θ的範圍作變換

但不太知道該怎麼下手才正確@@

求高手協助 謝謝!

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→ kerwinhui   : θ>0？那麼就直接轉成 1/U≦1/θ≦1/L