Confidence Intervals
Professor Michael Smithson
Sage Publications
9780761924999
0-7619-2499-X
Smithson first introduces the basis of the confidence interval framework and then provides the criteria for "best" confidence intervals, along with the trade-offs between confidence and precision. Next,.
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using a reader-friendly style with lots of worked out examples from various disciplines, he covers such pertinent topics as: the transformation principle whereby a confidence interval for a parameter may be used to construct an interval for any monotonic transformation of that parameter; confidence intervals on distributions whose shape changes with the value of the parameter being estimated; and, the relationship between confidence interval and significance testing frameworks, particularly regarding power.
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