A characterization of the Fieller solution (Q1105939)

Two normally distributed random variables are observed. Setting of confidence regions for the ratio of their means is solved using polar coordinates. The resulting bounds comprise the Fieller solution. There is no procedure giving bounded \(\alpha\)-level confidence intervals with probability 1. For the Fieller problem the Fieller solution is the only procedure which gives confidence intervals (of the additive type), that have exact coverage probability for all ``polar'' parameters (the main theorem).