Upper confidence bound and confidence interval of RSABE [RSABE / ABEL]

posted by WinnieH – Sweden, 2023-03-21 11:58 (423 d 19:07 ago) – Posting: # 23507
Views: 1,121

Hi all,

By reading this nice lecture: Page 23- 25, I get more clear idea about the 95% upper confidence bound concept. Many thanks!

Here I have one following question (maybe very naive), I was wondering that why we need rearrange the SABE model
ln(0.8)*sigmaW/sigma0 <= muT-muR <= ln(1.25)*sigmaW/sigma0
to the linear form
(muT-muR)2-(ln(1.25)*sigmaW/sigma0)2<=0
and then calculate the 95% CI from the linear form? What will happen if we use the regular unscaled BE way to calculate 90% CI of muT-muR and compare with the scaled BE limits?

Thank you very much!

Best regards,
Winnie

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