Abstract
This paper proposes a novel approach for confidence interval estimation for the common mean of several normal populations. This will be achieved by using the concept of an adjusted method of variance estimates recovery approach. The Monte Carlo simulation was used to evaluate the coverage probability and average length. Simulation results are presented to compare the performance from the proposed approach with that of existing approaches. The promising simulation results indicated that the proposed approach should be considered as an alternative to the interval estimation for the common mean.
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Acknowledgements
The first author gratefully acknowledges the financial support from Science Achievement Scholarship of Thailand.
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Thangjai, W., Niwitpong, SA., Niwitpong, S. (2017). Confidence Intervals for the Common Mean of Several Normal Populations. In: Kreinovich, V., Sriboonchitta, S., Huynh, VN. (eds) Robustness in Econometrics. Studies in Computational Intelligence, vol 692. Springer, Cham. https://doi.org/10.1007/978-3-319-50742-2_19
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DOI: https://doi.org/10.1007/978-3-319-50742-2_19
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