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Teacher's Corner

More on Shortest Confidence Intervals

Pages 117-119 | Received 01 Aug 1990, Published online: 27 Feb 2012
 

Abstract

Confidence intervals for a single unknown parameter are often derived by using a pivotal quantity. We present an elementary method for deriving the shortest such interval. The method yields intervals in several cases which have previously required separate analyses using more advanced techniques. In addition, it is suitable for introduction in a senior undergraduate level course in mathematical statistics.

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