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Showing 2 results for Pivotal Quantity
Dr. A. Asgharzadeh, Mr. Hamed Yahyaee, Mr. M. Abdi,
Volume 20, Issue 1 (4-2015)
Abstract
Confidence intervals are one of the most important topics in mathematical statistics which are related to statistical
hypothesis tests. In a confidence interval, the aim is that to find a random interval that coverage the unknown parameter
with high probability. Confidence intervals and its different forms have been extensively discussed in standard
statistical books. Since the most of statistical distributions have more than one parameter, so joint confidence regions
are more important than confidence intervals. In this paper, we discuss joint confidence regions. Some examples
are given for illustration purposes.
, ,
Volume 23, Issue 2 (3-2019)
Abstract
In this paper, in order to establish a confidence interval (general and shortest) for quantiles of normal distribution in the case of one population, we present a pivotal quantity that has non-central t distribution. In the case of two independent normal populations, we construct a confidence interval for the difference quantiles based on the generalized pivotal quantity and introduce a simple method for extracting its percentiles, by which a shorter confidence interval can be constructed. We will also examine the performance of the proposed methods by using simulations and examples.
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