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Exact and Generalized Confidence Intervals in the Common Mean Problem

  • Joachim Hartung
  • Guido Knapp

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.

Keywords

Unbiased Estimator Nuisance Parameter Good Linear Unbiased Estimator Exact Confidence Interval Pivotal Quantity 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Physica-Verlag Heidelberg 2009

Authors and Affiliations

  1. 1.Fakultät StatistikTechnische Universität DortmundDortmundGermany

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