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Exact and Generalized Confidence Intervals in the Common Mean Problem

In: Statistical Inference, Econometric Analysis and Matrix Algebra

Author

Listed:
  • Joachim Hartung

    (Technische Universität Dortmund, Fakultät Statistik)

  • Guido Knapp

    (Technische Universität Dortmund, Fakultät Statistik)

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.

Suggested Citation

  • Joachim Hartung & Guido Knapp, 2009. "Exact and Generalized Confidence Intervals in the Common Mean Problem," Springer Books, in: Bernhard Schipp & Walter Kräer (ed.), Statistical Inference, Econometric Analysis and Matrix Algebra, pages 85-102, Springer.
    • Handle: RePEc:spr:sprchp:978-3-7908-2121-5_6
    DOI: 10.1007/978-3-7908-2121-5_6
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