Conservatism of the z confidence interval under symmetric and asymmetric departures from normality

DOI10.1023/A:1003849922993MaRDI QIDQ1807952zbMATH OpenOpenAlexFDO

Authors Sanjib Basu

Publication date 13 August 2000

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1003849922993

zbMATH Keywords

robustnesscoverage probabilitiesnormal scale mixtureCamp-Meidell inequalityunimodal familiesz-interval

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

Recommendations

• Robustness of standard confidence intervals for location parameters under departure from normality
• Conservative confidence intervals for a single parameter
• Upper bounds for coverage probibilities of confidence intervals for nonmonotone parametric functions

Cited in

(1)

• Robustness of standard confidence intervals for location parameters under departure from normality

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