Monotonicity in the sample size of the length of classical confidence intervals

Abram M. Kagan and Yaakov Malinovsky

Statistics & Probability Letters, 2013, vol. 83, issue 1, 78-82

Abstract: It is proved that the average length of standard confidence intervals for parameters of Gamma and normal distributions monotonically decreases with the sample size. The proofs are based on fine properties of the classical Gamma function.

Keywords: Gamma function; Location and scale parameters; Stochastic monotonicity (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2012.08.025

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