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

DOI10.1016/J.SPL.2012.08.025zbMATH Open1489.62092arXiv1202.6427OpenAlexW2003252649MaRDI QIDQ1933701FDOQ1933701

Authors: Abram M. Kagan, Yaakov Malinovsky 

Publication date: 25 January 2013

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

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.

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

Recommendations

• An asymptotic bound for the average length of confidence intervals
• Publication:3485746
• Upper bounds for coverage probibilities of confidence intervals for nonmonotone parametric functions
• On confidence intervals for nonmonotone parametric functions and an application to the squared mean of the normal distribution
• Improved confidence intervals for a normal variance

zbMATH Keywords

Gamma functionstochastic monotonicitylocation and scale parameters

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

Cited In (3)

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

This page was built for publication: Monotonicity in the sample size of the length of classical confidence intervals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1933701)