Monotonicity in the sample size of the length of classical confidence intervals

It is proved that the average length of standard confidence intervals for parameters of Gamma and normal distributions monotonically decreases with the sample size. The proofs are based on fine properties of the classical Gamma function.

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Year of publication:	2013
Authors:	Kagan, Abram M. ; Malinovsky, Yaakov
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 78-82
Publisher:	Elsevier
Subject:	Gamma function \| Location and scale parameters \| Stochastic monotonicity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010593890