Complete Neyman measurement procedure

Traditional estimation theory generally starts from point estimators, and based on them confidence regions with given confidence level are constructed. However, this approach works only in some special cases and, even more severe, it is based on the unrealistic but mathematical necessary assumption of a generally unbounded parameter space.  The procedures derived in this paper, start from a bounded measurement range which contains the potential values of the parameter of interest. For given measurement range and given reliability requirement measurement procedures including a point estimator are developed. The result are complete measurement procedures for distribution parameters. Most precise procedures are derived and called complete Neyman measurement procedures.