A Distribution-Free Confidence Interval for the Mean
نویسندگان
چکیده
منابع مشابه
A Procedure for Building Confidence Interval on the Mean of Simulation Output Data
One of the existing methods to build a confidence interval (c.i.) for the mean response in a single steady state simulation system is the batch means method. This method, compared to the other existing methods (autoregressive representation, regenerative cycles, spectrum analysis, standardized time series), is quite easy to understand and to implement and performs relatively well. However, the ...
متن کاملExact hypothesis testing and confidence interval for mean of the exponential distribution under Type-I progressive hybrid censoring
Censored samples are discussed in experiments of life-testing; i.e. whenever the experimenter does not observe the failure times of all units placed on a life test. In recent years, inference based on censored sampling is considered, so that about the parameters of various distributions such as normal, exponential, gamma, Rayleigh, Weibull, log normal, inverse Gaussian, ...
متن کاملInvariant Empirical Bayes Confidence Interval for Mean Vector of Normal Distribution and its Generalization for Exponential Family
Based on a given Bayesian model of multivariate normal with known variance matrix we will find an empirical Bayes confidence interval for the mean vector components which have normal distribution. We will find this empirical Bayes confidence interval as a conditional form on ancillary statistic. In both cases (i.e. conditional and unconditional empirical Bayes confidence interval), the empiri...
متن کاملEmpirical-likelihood-based Confidence Interval for the Mean with a Heavy-tailed Distribution
Empirical-likelihood-based confidence intervals for a mean were introduced by Owen [Biometrika 75 (1988) 237–249], where at least a finite second moment is required. This excludes some important distributions, for example, those in the domain of attraction of a stable law with index between 1 and 2. In this article we use a method similar to Qin and Wong [Scand. J. Statist. 23 (1996) 209–219] t...
متن کاملDistribution Free Confidence Intervals for Quantiles Based on Extreme Order Statistics in a Multi-Sampling Plan
Extended Abstract. Let Xi1 ,..., Xini ,i=1,2,3,....,k be independent random samples from distribution $F^{alpha_i}$، i=1,...,k, where F is an absolutely continuous distribution function and $alpha_i>0$ Also, suppose that these samples are independent. Let Mi,ni and M'i,ni respectively, denote the maximum and minimum of the ith sa...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1948
ISSN: 0003-4851
DOI: 10.1214/aoms/1177730207