Title: Simultaneous Inferences on the Cumulative Distribution Function of a Normal Distribution
Abstract:This paper addresses the problem of constructing simultaneous confidence intervals for the cumulative distribution function of a normal distribution at several specified points. The procedure is based...This paper addresses the problem of constructing simultaneous confidence intervals for the cumulative distribution function of a normal distribution at several specified points. The procedure is based upon the observation of a random sample of independent observations from a normal distribution with an unknown mean and variance. A new methodology is proposed for obtaining confidence intervals with a specified overall simultaneous confidence level through the inversion of acceptance sets. Both one-sided and two-sided confidence intervals are considered. Some illustrations of the new method are provided, and comparisons are made with other approaches to the problem.Read More
Publication Year: 2015
Publication Date: 2015-01-14
Language: en
Type: article
Indexed In: ['crossref']
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