Monotonicity in the sample size of the length of classical confidence intervals

DOI10.1016/J.SPL.2012.08.025MaRDI QIDQ1933701zbMATH OpenOpenAlexFDO

Authors Abram M. Kagan, Yaakov Malinovsky

Publication date 25 January 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1202.6427

zbMATH Keywords

Gamma functionlocation and scale parametersstochastic monotonicity

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

Abstract: It is proved that the average length of standard confidence intervals for parameters of gamma and normal distributions monotonically decrease with the sample size. The proofs are based on fine properties of the classical gamma function.

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(4)

• The monotone boundary property and the full coverage property of confidence intervals for a binomial proportion
• An asymptotic bound for the average length of confidence intervals
• Contribution to the theory of Pitman estimators
• Is a Larger Sample Size Always Better?

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