Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152452 | Statistics & Probability Letters | 2011 | 8 Pages |
Abstract
Suppose that X1,…,XnX1,…,Xn are independent and identically N(μ,σ2)N(μ,σ2) distributed, where μμ and σσ are unknown parameters (μ∈Rμ∈R and σ>0σ>0). We prove that the usual confidence interval for μμ is admissible within a broad class of confidence intervals.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Paul Kabaila,