
Summary: Confidence intervals for the ratio of scale parameters are constructed in general families of distributions with nuisance (location) parameters. Each of these intervals has coverage probability at least as large as that of the standard minimum size (i.e., minimum ratio of endpoints) interval and, in addition, smaller size. Then analogous improved confidence intervals for the scale parameters subject to order restriction are derived. The method of construction is similar to that of \textit{C. Goutis} and \textit{G. Casella} [Ann. Stat. 19, No. 4, 2015-2031 (1991; Zbl 0745.62026); J. Stat. Plann. Inference 44, No. 3, 327-340 (1995; Zbl 0811.62038)]. Examples are given and include the normal and exponential distributions as well as the inverse Gaussian distribution which is not a purely location-scale model. Applications to interval estimation of the error variance in variance components models are also discussed.
Parametric tolerance and confidence regions, Statistical decision theory, scale parameters, order restriction, Parametric inference under constraints, confidence intervals
Parametric tolerance and confidence regions, Statistical decision theory, scale parameters, order restriction, Parametric inference under constraints, confidence intervals
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