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Competitive Stats
Q114Section III (Statistics)114 of 190

Confidence interval from a single exponential observation

Let X be a single observation from θe−θxI[0,∞)(x),θ>0\theta e^{-\theta x} I_{[0,\infty)}(x), \theta>0. Then, (X,2X)(X,2X) is a confidence interval for 1/θ1/\theta with confidence coefficient:

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