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A Method of Obtaining an Exact Confidence Interval for the Common Mean of Several Normal Populations

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  • William R. Fairweather

Abstract

A linear combination T of Student's t statistics is proposed as a practical method of obtaining confidence intervals for the common mean, and the distribution function of T is conveniently approximated for the general case. Exact percentage points of T are compared with those based on this approximation for two populations and various sample size configurations.

Suggested Citation

  • William R. Fairweather, 1972. "A Method of Obtaining an Exact Confidence Interval for the Common Mean of Several Normal Populations," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 21(3), pages 229-233, November.
    • Handle: RePEc:bla:jorssc:v:21:y:1972:i:3:p:229-233
    DOI: 10.2307/2346273
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    Cited by:

    1. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022. "Robust Dynamic Panel Data Models Usingε-Contamination," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 307-336, Emerald Group Publishing Limited.
    2. Rukhin, Andrew L., 2007. "Conservative confidence intervals based on weighted means statistics," Statistics & Probability Letters, Elsevier, vol. 77(8), pages 853-861, April.
    3. Malekzadeh, Ahad & Kharrati-Kopaei, Mahmood, 2017. "An exact method for making inferences on the common location parameter of several heterogeneous exponential populations: Complete and censored data," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 210-215.
    4. Ahad Malekzadeh & Mahmood Kharrati-Kopaei, 2018. "Inferences on the common mean of several normal populations under heteroscedasticity," Computational Statistics, Springer, vol. 33(3), pages 1367-1384, September.
    5. K. Krishnamoorthy & Yong Lu, 2003. "Inferences on the Common Mean of Several Normal Populations Based on the Generalized Variable Method," Biometrics, The International Biometric Society, vol. 59(2), pages 237-247, June.
    6. Sang Gil Kang & Woo Dong Lee & Yongku Kim, 2017. "Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors," Computational Statistics, Springer, vol. 32(1), pages 71-91, March.

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