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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Oak Ridge National Lab., TN (United States)
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Tennessee
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Description
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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Land, C.E. & Lyon, B.F.Computation of Confidence Limits for Linear Functions of the Normal Mean and Variance,
report,
September 1, 1999;
Tennessee.
(digital.library.unt.edu/ark:/67531/metadc622830/:
accessed April 24, 2018),
University of North Texas Libraries, Digital Library, digital.library.unt.edu;
crediting UNT Libraries Government Documents Department.