Confidence Interval for the Inverse of a Normal Mean with a Known Coefficient of Variation

Abstract

In this paper, we propose two new confidence intervals for the inverse of a normal mean with a known coefficient of variation. One of new confidence intervals for the inverse of a normal mean with a known coefficient of variation is constructed based on the pivotal statistic Z where Z is a standard normal distribution and another confidence interval is constructed based on the generalized confidence interval, presented by Weerahandi. We examine the performance of these confidence intervals in terms of coverage probabilities and average lengths via Monte Carlo simulation. Keywords—The inverse of a normal mean, confidence interval, generalized confidence intervals, known coefficient of variation.

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Cite this paper

@inproceedings{Wongkhao2013ConfidenceIF, title={Confidence Interval for the Inverse of a Normal Mean with a Known Coefficient of Variation}, author={Arunee Wongkhao and Suparat Niwitpong}, year={2013} }