A nearly optimal confidence interval for the largest normal mean

DOI10.1080/03610919908813539zbMath0913.62033OpenAlexW2124629639MaRDI QIDQ4240801

Hubert J. Chen, Shun-Yi Chen

Publication date: 10 June 1999

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

Full work available at URL: https://doi.org/10.1080/03610919908813539

zbMATH Keywords

normal distributionexpected lengtht distributionpercentage points

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Statistical tables (62Q05)

Related Items (8)

An Optimal Confidence Region for the Largest and the Smallest Means from a Multivariate Normal Distribution ⋮ Confidence intervals for means and variances of nonnormal distributions ⋮ Inference about the arithmetic average of log transformed data ⋮ A confidence region for the largest and the smallest means under heteroscedasticity ⋮ Optimal confidence interval for the largest normal mean with unknown variance ⋮ Optimal confidence interval for the largest normal mean under heteroscedasticity ⋮ Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation ⋮ Optimal confidence interval for the largest exponential location parameter

Cites Work

• An asymptotically optimal sequential procedure for the estimation of the largest mean
• Optimal Confidence Interval for a Ranked Parameter
• A Single-Sample Procedure for the Estimation of the Largest Mean
• Procedures for Fixed-Width Interval Estimation of the Largest Normal Mean
• A class of fixed-width confidence intervals for a ranked normal mean
• Interval Estimation of the Largest Mean of k Normal Populations with Known Variances
• Two-Sided Confidence Intervals for Ranked Means

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