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

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  • Kagan, Abram M.
  • Malinovsky, Yaakov

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.

Suggested Citation

  • Kagan, Abram M. & Malinovsky, Yaakov, 2013. "Monotonicity in the sample size of the length of classical confidence intervals," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 78-82.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:1:p:78-82
    DOI: 10.1016/j.spl.2012.08.025
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    References listed on IDEAS

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    1. Eve Chiapello & A. Hurand, 2011. "Contribution," Post-Print hal-00681170, HAL.
    2. 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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    1. Chun-Ming Yang & Tsun-Hung Huang & Kuen-Suan Chen & Chi-Han Chen & Shiyao Li, 2022. "Fuzzy Quality Evaluation and Analysis Model for Improving the Quality of Unleaded Gasoline to Reduce Air Pollution," Mathematics, MDPI, vol. 10(15), pages 1-13, August.

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