Efficient Confidence Interval Methodologies for the Non Centrality Parameter of a Non CentraltDistribution

DOI10.1080/03610910701739605zbMath1160.62318OpenAlexW2016281496MaRDI QIDQ3625291

Jongphil Kim, Anthony J. Hayter

Publication date: 12 May 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910701739605

zbMATH Keywords

confidence intervalsefficiencyskewnessdegrees of freedomacceptance setsnoncentral \(t\) distribution

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

Related Items (7)

Win-probabilities for regression models ⋮ Inferences on the difference between future observations for comparing two treatments ⋮ Testing the Equality of the Noncentrality Parameters of Two Noncentralt-Distributions with Identical Degrees of Freedom ⋮ Simultaneous inference for several quantiles of a normal population with applications ⋮ Simultaneous Inferences on the Cumulative Distribution Function of a Normal Distribution ⋮ Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities ⋮ Small-sample tests for the equality of two normal cumulative probabilities, coefficients of variation, and Sharpe ratios

Cites Work

• Improved confidence intervals for a normal variance
• Improved invariant confidence intervals for a normal variance
• Small sample asymptotic inference for the coefficient of variation: normal and nonnormal models
• Optimal Confidence Intervals for the Variance of a Normal Distribution
• Length of Confidence Intervals
• Distribution of the Coefficient of Variation and the Extended "t" Distribution
• Unnamed Item

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