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|WikiProject Statistics||(Rated Stub-class, Low-importance)|
Domain (sigma-algebra) of the coverage probability
Specifying the domain of the coverage probability might improve the clarity of the article (I couldn't find it specified anywhere in the literature).
- Hi! Specifying sigma-algebra, underlying the coverage probability, would, for example, help (at least me) to understand whether or not the coverage probability is truly a probability, and whether or not the confidence distribution is an example of the coverage probability. Kindest regards, PodobnikT (talk) 08:29, 17 April 2012 (UTC)
- It should be possible to do what you want with simpler mathematics than measure theory. I invite you to look at Robust statistics#Empirical influence function for an example of how non-understable something can be made by unnecessary sophistication. However, you may find that the article Random compact set treats things at the level you mention. But there is a simple mathematical definition at Confidence interval#Approximate confidence intervals that may serve. The article confidence distribution should/might have something relevant to you if you haven't already seen that. Melcombe (talk) 12:52, 17 April 2012 (UTC)