Confidence Intervals for the Common Variance of Equicorrelated Normal Random Variables.

Abstract

Confidence intervals for the common variance of equicorrelated normal random variable are investigated. When the correlation coefficient is unknown no uniformly most accurate invariant confidence interval for the common variance exists. We develop interval estimators which are based on the asymptotically most efficient ones by employing the best asymptotic normality of the maximum likelihood estimators. In addition to their comparison with possible competitors, their small sample efficiency is studied. A method for determining exact coverage probabilities and expected length is developed. As a result of these investigations we concluded that interval estimators based on maximum likelihood estimators are to be recommended.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1979
Accession Number
ADA074339

Entities

People

  • P. F. Ramig
  • Shelemyahu Zacks

Organizations

  • Case Western Reserve University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Chebyshev Polynomials
  • Confidence Limits
  • Data Science
  • Estimators
  • Information Science
  • New York
  • Normal Distribution
  • Plastic Explosives
  • Probability
  • Probability Distributions
  • Random Variables
  • Statistical Algorithms
  • Statistical Distributions
  • Statistical Inference
  • Statistics
  • United States

Fields of Study

  • Mathematics

Readers

  • Pavement Materials Engineering.
  • Statistical inference.