Confidence intervals for variance components in unbalanced one-way random effects model using non-normal distributions

► Consider confidence intervals for a function of two variance components. ► These intervals give information about the impact of the two sources of variation. ► Intervals are built in the context of unbalanced one-way random effects model. ► Simulation studies are used to evaluate the interval methods under non-normality. ► The REML-based interval is favored over pivotal quantity and fiducial intervals.