In this paper we consider the problem of constructing exact confidence intervals for the common mean of several normal populations with unknown and possibly unequal variances. Several procedures based on pivots and P-values are discussed and compared. Copyright © 1999 Elsevier Science B.V. All rights reserved.
CitationYu, P. L. H., Sun, Y., & Sinha, B. K. (1999). On exact confidence intervals for the common mean of several normal populations. Journal of Statistical Planning and Inference, 81(2), 263-277. doi: 10.1016/S0378-3758(99)00052-X
- Common mean
- Confidence interval
- Fisher's method
- Graybill–Deal estimator