Monotonicity in the sample size of the length of classical confidence intervals

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1202.6427v3.pdf (522.62 KB)

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https://www.sciencedirect.com/science/article/pii/S0167715212003306

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https://doi.org/10.1016/j.spl.2012.08.025
 http://hdl.handle.net/11603/36934

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UMBC Mathematics and Statistics Department
UMBC Faculty Collection

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Author/Creator ORCID

https://orcid.org/0000-0003-2888-674X

Date

2012-09-05

Type of Work

journal articles
preprints
Text

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Citation of Original Publication

Kagan, Abram M., and Yaakov Malinovsky. “Monotonicity in the Sample Size of the Length of Classical Confidence Intervals.” Statistics & Probability Letters 83, no. 1 (January 1, 2013): 78–82. https://doi.org/10.1016/j.spl.2012.08.025.

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Subjects

Gamma function
Location and scale parameters
Stochastic monotonicity

Abstract

It is proved that the average length of standard confidence intervals for parameters of Gamma and normal distributions monotonically decreases with the sample size. The proofs are based on fine properties of the classical Gamma function.