A class of fixed-width confidence intervals for a ranked normal mean
Title:
A class of fixed-width confidence intervals for a ranked normal mean
Author:
Chen, Hubert J.
Appeared in:
Communications in statistics
Paging:
Volume 6 (1977) nr. 2 pages 137-156
Year:
1977
Contents:
Suppose that we are given k(≥ 2) independent and normally distributed populations π1, …, πk where πi has unknown mean μi and unknown variance σ2i (i = 1, …, k). Let μ[i] (i = 1, …, k) denote the ith smallest one of μ1, …, μk. A two-stage procedure is used to construct lower and upper confidence intervals for μ[i] and then use these to obtain a class of two-sided confidence intervals on μ[i] with fixed width. For i = k, the interval given by Chen and Dudewicz (1976) is a special case. Comparison is made between the class of two-sided intervals and a symmetric interval proposed by Chen and Dudewicz (1976) for the largest mean, and it is found that for large values of k at least one of the former intervals requires a smaller total sample size. The tables needed to actually apply the procedure are provided.
Journal description