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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/41203

    Title: Optimal confidence interval for the largest normal mean with unknown variance
    Authors: 陳順益;Chen, Shun-yi;Chen, Hubert J.
    Contributors: 淡江大學數學學系
    Keywords: t Distribution;Expected interval width;Critical values;Least favorable configuration
    Date: 2004-11-01
    Issue Date: 2010-01-28 06:56:42 (UTC+8)
    Publisher: Elsevier
    Abstract: A single-sample procedure for obtaining an optimal confidence interval for the largest or smallest mean of several independent normal populations is proposed. It is assumed that the common variance is unknown. It has been found that the optimal confidence interval is uniformly better than any other existing one-sample confidence interval in the sense of a reduced interval width. This optimal confidence interval is obtained by maximizing the coverage probability with the expected confidence width being fixed at a least favorable configuration of means. Tables of the critical values are given for the optimal confidence interval.
    Relation: Computational Statistics and Data Analysis 47(4), pp.845-866
    DOI: 10.1016/j.csda.2004.01.009
    Appears in Collections:[Graduate Institute & Department of Mathematics] Journal Article

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