Computation of Confidence Limits for Linear Functions of the Normal Mean and Variance

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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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25 pages

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Land, C.E. & Lyon, B.F. September 1, 1999.

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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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25 pages

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OSTI as DE00014314

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  • Other Information: PBD: 1 Sep 1999

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  • Report No.: ORNL/TM-1999/206
  • Grant Number: AC05-96OR22464
  • DOI: 10.2172/14314 | External Link
  • Office of Scientific & Technical Information Report Number: 14314
  • Archival Resource Key: ark:/67531/metadc622830

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  • September 1, 1999

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  • June 16, 2015, 7:43 a.m.

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  • Jan. 21, 2016, 6:52 p.m.

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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 October 21, 2018), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.