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A polar confidence curve applied to Fieller’s ratios

Mehlum, Halvor
Working paper
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memo-05-2017.pdf (586.6Kb)
Year
2017
Permanent link
http://urn.nb.no/URN:NBN:no-73915

CRIStin
1614793

Is part of
Memorandum fra Økonomisk institutt, Universitetet i Oslo
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Appears in the following Collection
  • Økonomisk institutt [1501]
  • CRIStin høstingsarkiv [15063]
Abstract
I derive the polar representation of Fieller's estimation of confidence sets for ratios and construct a polar plot of the test statistics for all angles associated with the ratios. This procedure helps in visualizing and clarifying, but also systematizing, the features of the Fieller solution. In conclusion I discuss, using Ramanujan, the case where Fieller's method yields a confidence set covering the entire real line.
 
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