论文信息 - Confidence Intervals for Common Variance of Normal Distributions

Confidence Intervals for Common Variance of Normal Distributions

This paper presents a construction of confidence intervals for the common variance of normal distributions based on generalized confidence intervals, and then compares the results with a large sample approach. A Monte Carlo simulation was used to evaluate the coverage probability and average length of confidence intervals. Simulation studies showed that the generalized confidence interval approach provided much better confidence interval estimates than the large sample approach. Two real data examples are exhibited to illustrate our approaches.

Suparat Niwitpong | Sa-Aat Niwitpong | Narudee Smithpreecha

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