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Further results on simultaneous confidence intervals for the normal distribution

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Summary

Based on a random sample from the normal cumulative distribution function ϕ(x; μ, σ) with unknown parameters μ and σ, one-sided confidence contours for ϕ(x; μ, σ), −∞<x<∞, and simultaneous confidence intervals for ϕ(y; μ, σ)−ϕ(x; μ, σ), −∞<x<y<∞, are constructed using the method outlined in [3]. Small sample and asymptotic distributions of the relevant statistics are provided so that the construction could be completely carried out in any practical situation.

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Authors and Affiliations

  1. Temple University, USA

    R. Srinivasan & R. M. Wharton

  2. Trenton State College, USA

    R. Srinivasan & R. M. Wharton

Authors
  1. R. Srinivasan
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  2. R. M. Wharton
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Srinivasan, R., Wharton, R.M. Further results on simultaneous confidence intervals for the normal distribution. Ann Inst Stat Math 28, 25–33 (1976). https://doi.org/10.1007/BF02504728

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  • DOI: https://doi.org/10.1007/BF02504728

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