Monotonicity in the Sample Size of the Length of Classical Confidence Intervals
Statistics Theory
2012-08-30 v3 Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.1202.6427,
title = {Monotonicity in the Sample Size of the Length of Classical Confidence Intervals},
author = {Abram M. Kagan and Yaakov Malinovsky},
journal= {arXiv preprint arXiv:1202.6427},
year = {2012}
}