Generalized Confidence Intervals for the Normal Mean With Unknown Coefficient of Variation

摘要

This paper presents new confidence intervals for normal mean with unknown coefficient of variation. The authors constructed confidence intervals based on generalized confidence intervals between the estimation of mean " t " and that of "t ". The coverage probability and expected length of the confidence intervals were then evaluated by the Monte Carlo simulation. The results showed that the generalized confidence interval of t was better than the generalized confidence interval of t. In conclusion, the proposed approach achieved research goals successfully.