Monotonicity in the sample size of the length of classical confidence intervals
AbstractIt 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.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 83 (2013)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Kagan, Abram M. & Yu, Tinghui, 2009. "A geometric property of the sample mean and residuals," Statistics & Probability Letters, Elsevier, vol. 79(11), pages 1409-1413, June.
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