Monotonicity in the Sample Size of the Length of Classical Confidence Intervals

Details Monotonicity in the Sample Size of the Length of Classical Confidence Intervals Monotonicity in the Sample Size of the Length of Classical Confidence Intervals

2012-02-29

arxiv.org/abs/1202.6427v1

Mathematics

Statistics Theory

Scientific paper

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

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