Procedures for Fixed-Width Interval Estimation of the Largest Normal Mean

Abstract Suppose that we are given k(≥1) independent and normally distributed populations π1, …, πk , where πi has unknown mean μ i and unknown variance σi 2 (i = 1, …, k). Let μ[k] denote the largest of the means μ1, …, μk . A two-stage procedure is developed which provides a confidence interval for μ[k] with fixed width. Tables needed to apply the procedure are provided.

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