A Note on Optimal Intervals in Normal Populations

In the setting of one and two normal populations, the shortest confidence interval (SCI) involving location parameters coincides with the classic equal-tails confidence interval (ETCI). However, for confidence intervals involving scale parameters, the ETCI fails to provide the SCI and results can di...

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Detalles Bibliográficos
Autores: Gavilán Ruiz, José Manuel, Ortega Irizo, Francisco Javier
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2015
País:España
Institución:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/163133
Acceso en línea:https://hdl.handle.net/11441/163133
Access Level:acceso abierto
Palabra clave:Confidence intervals
Normal populations
Shortest confidence interval
Descripción
Sumario:In the setting of one and two normal populations, the shortest confidence interval (SCI) involving location parameters coincides with the classic equal-tails confidence interval (ETCI). However, for confidence intervals involving scale parameters, the ETCI fails to provide the SCI and results can differ notably. In order to obtain such SCIs, either constrained optimization problems or nonlinear systems of equations have to be solved. In this setting, two tables are provided to find the SCIs at 95% confidence, which can be then used in classrooms to compare the results with the ETCIs usually obtained by the students and provided by the statistical software.