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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Bibliographic Details
Authors: Gavilán Ruiz, José Manuel, Ortega Irizo, Francisco Javier
Format: article
Status:Published version
Publication Date:2015
Country:España
Institution:Universidad de Sevilla (US)
Repository:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/163133
Online Access:https://hdl.handle.net/11441/163133
Access Level:Open access
Keyword:Confidence intervals
Normal populations
Shortest confidence interval
Description
Summary: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.