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Constructing a Confidence Interval for Quantiles of Normal Distribution, one and Two Population
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Abstract: (3124 Views) |
| 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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| Keywords: Percentile, Modified Normal-Based Approximation, generalized pivotal quantity, normal distribution, shortest confidence interval. |
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Full-Text [PDF 939 kb]
(1319 Downloads)
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Type of Study: Research |
Subject:
Special
Received: 2017/12/25 | Accepted: 2018/11/25 | Published: 2019/04/25
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