Computation of Confidence Limits for Linear Functions of the Normal Mean and Variance
Author(s) -
Charles E. Land,
Bradford F. Lyon
Publication year - 1999
Publication title -
osti oai (u.s. department of energy office of scientific and technical information)
Language(s) - English
Resource type - Reports
DOI - 10.2172/14314
Subject(s) - confidence interval , variance (accounting) , log normal distribution , range (aeronautics) , statistics , mathematics , computation , confidence region , monotone polygon , algorithm , materials science , geometry , accounting , business , composite material
A program is described that calculates exact and optimal (uniformly most accurate unbiased) confidence limits for linear functions of the normal mean and variance. The program can therefore also be used to calculate confidence limits for monotone transformations of such functions (e.g., lognormal means). The accuracy of the program has been thoroughly evaluated in terms of coverage probabilities for a wide range of parameter values
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