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 ()
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:83:y:2013:i:1:p:78-82. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.