A confidence interval for the between group variance is proposed which is deduced from Waldu2019s exact confidence interval for the ratio of the two variance components in the one-way random effects model and the exact confidence interval for the error variance resp. an unbiased estimator of the error variance. In a simulation study the confidence coefficients for these two intervals are compared with the confidence coefficients of two other commonly used confidence intervals. There, the confidence interval derived here yields confidence coefficients which are always greater than the prescribed level.
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