Optimal confidence interval for the largest normal mean with unknown variance

DOI10.1016/J.CSDA.2004.01.009zbMath1161.62347OpenAlexW2091152046MaRDI QIDQ957066

Hubert J. Chen, Shun-Yi Chen

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.01.009

zbMATH Keywords

critical valuesleast favorable configuration\(t\) distributionexpected interval width

Mathematics Subject Classification ID

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

Related Items (6)

An Optimal Confidence Region for the Largest and the Smallest Means from a Multivariate Normal Distribution ⋮ A confidence region for the largest and the smallest means under heteroscedasticity ⋮ Optimal confidence interval for the largest normal mean under heteroscedasticity ⋮ Erratum to: The optimal confidence interval for the largest normal mean with unknown variance ⋮ 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 the largest mean in repeated measurements design
• A Single-Sample Procedure for the Estimation of the Largest Mean
• A nearly optimal confidence interval for the largest normal mean
• Interval Estimation of the Largest Mean of k Normal Populations with Known Variances
• Two-Sided Confidence Intervals for Ranked Means
• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimal confidence interval for the largest normal mean with unknown variance