CONFIDENCE LIMITS FOR THE EXPECTED VALUE OF AN ARBITRARY BOUNDED RANDOM VARIABLE WITH A CONTINUOUS DISTRIBUTION FUNCTION

@inproceedings{Anderson1969CONFIDENCELF,
  title={CONFIDENCE LIMITS FOR THE EXPECTED VALUE OF AN ARBITRARY BOUNDED RANDOM VARIABLE WITH A CONTINUOUS DISTRIBUTION FUNCTION},
  author={Theodore W. Anderson},
  year={1969}
}
Abstract : Consider a random variable X with a continuous cumulative distribution function F(x) such that F(a) = 0 and F(b) = 1 for known finite numbers a and b (a < b). The distribution function F(x) is unknown. A sample of size n is drawn from this distribution. Confidence limits for the expected value EX are to be found that hold for all continuous distribution functions with (a, b).