2010•Unpublished venueRequires access

Confidence Intervals

Svetlozar T. Rachev, Markus Höchstötter, Frank J. Fabozzi, Sergio M. Focardi

Abstract

This chapter contains sections titled: Confidence Level and Confidence Interval Confidence Interval for the Mean of a Normal Random Variable Confidence Interval for the Mean of a Normal Random Variable with Unknown Variance Confidence Interval for the Variance of a Normal Random Variable Confidence Interval for the Variance of a Normal Random Variable with Unknown Mean Confidence Interval for the Parameter p of a Binomial Distribution Confidence Interval for the Parameter λ of an Exponential Distribution Concepts Explained in this Chapter

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Available abstract

Key concepts: Binomial proportion confidence interval, Confidence interval, CDF-based nonparametric confidence interval, Tolerance interval, Robust confidence intervals, Statistics, Credible interval, Mathematics