A polar confidence curve applied to Fieller’s ratios

Halvor Mehlum

Memo 05/2017

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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Published July 5, 2017 12:21 PM - Last modified Sep. 25, 2017 10:06 AM