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.
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© 2009 Physica-Verlag Heidelberg
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Hartung, J., Knapp, G. (2009). Exact and Generalized Confidence Intervals in the Common Mean Problem. In: Schipp, B., Kräer, W. (eds) Statistical Inference, Econometric Analysis and Matrix Algebra. Physica-Verlag HD. https://doi.org/10.1007/978-3-7908-2121-5_6
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DOI: https://doi.org/10.1007/978-3-7908-2121-5_6
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-7908-2120-8
Online ISBN: 978-3-7908-2121-5
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