Optimal confidence interval for the largest normal mean with unknown variance

DOI10.1016/J.CSDA.2004.01.009zbMATH Open1161.62347OpenAlexW2091152046MaRDI QIDQ957066FDOQ957066

Hubert J. Chen, Shun-Yi Chen

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.01.009

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zbMATH Keywords

critical values\(t\) distributionleast favorable configurationexpected interval width

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Statistical tables (62Q05)

Cites Work

• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
• An asymptotically optimal sequential procedure for the estimation of the largest mean
• Title not available (Why is that?)
• A Single-Sample Procedure for the Estimation of the Largest Mean
• A nearly optimal confidence interval for the largest normal mean
• Interval Estimation of the Largest Mean of k Normal Populations with Known Variances
• Two-Sided Confidence Intervals for Ranked Means
• Title not available (Why is that?)
• Optimal confidence interval for the largest mean in repeated measurements design

Cited In (9)

• A nearly optimal confidence interval for the largest normal mean
• A confidence region for the largest and the smallest means under heteroscedasticity
• Title not available (Why is that?)
• Optimal confidence interval for the largest normal mean under heteroscedasticity
• Optimal confidence interval for the largest exponential location parameter
• Erratum to: The optimal confidence interval for the largest normal mean with unknown variance
• Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation
• Fiducial inference on the largest mean of a multivariate normal distribution
• An Optimal Confidence Region for the Largest and the Smallest Means from a Multivariate Normal Distribution

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