Exact and Generalized Confidence Intervals in the Common Mean Problem

Joachim Hartung () and Guido Knapp ()
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Joachim Hartung: Technische Universität Dortmund, Fakultät Statistik
Guido Knapp: Technische Universität Dortmund, Fakultät Statistik

A chapter in Statistical Inference, Econometric Analysis and Matrix Algebra, 2009, pp 85-102 from Springer

Abstract: Abstract Several exact confidence intervals for the common mean of independent normal populations have been proposed in the literature. Not all of these intervals always produce genuine intervals. In this paper, we consider three types of always genuine exact confidence intervals and compare these intervals with two known generalized confidence intervals for the common mean and a newly proposed one. Besides simulation results, two real data examples are presented illustrating the performance of the various procedures.

Keywords: Unbiased Estimator; Nuisance Parameter; Good Linear Unbiased Estimator; Exact Confidence Interval; Pivotal Quantity (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2121-5_6

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DOI: 10.1007/978-3-7908-2121-5_6

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