CONFIDENCE LIMITS FOR THE EXPECTED VALUE OF AN ARBITRARY BOUNDED RANDOM VARIABLE WITH A CONTINUOUS DISTRIBUTION FUNCTION

Abstract

Consider a random variable X with a continuous cumulative distribution function F(x) such that F(a) = 0 and F(b) = 1 for known finite numbers a and b (a < b). The distribution function F(x) is unknown. A sample of size n is drawn from this distribution. Confidence limits for the expected value EX are to be found that hold for all continuous distribution functions with (a, b).

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1969
Accession Number
AD0696676

Entities

People

  • Theodore W. Anderson

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Confidence Limits
  • Data Science
  • Distribution Functions
  • Information Science
  • Mathematics
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.