Monotonicity in the sample size of the length of classical confidence intervals
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.
Volume (Year): 83 (2013)
Issue (Month): 1 ()
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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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