Some confidence intervals arising from weak lp spaces

Bernard Heinkel

Statistics & Probability Letters, 1993, vol. 18, issue 1, 33-40

Abstract: In this paper we give a method for constructing a confidence interval for the mean of certain non-square integrable random variables (r.v.). If X is such a r.v. and (X1,...,Xn) is sample of size n of X, that confidence interval involves the empirical mean Xn and the weak lp norm of the sample (the numerical constant p belonging to the interval ]1,2[).

Keywords: Confidence; interval; non-increasing; rearrangement; of; a; sequence; weak; lp; space (search for similar items in EconPapers)
Date: 1993
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