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Abstract Details
Activity Number:
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620
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Type:
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Contributed
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Date/Time:
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Thursday, August 2, 2012 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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Abstract - #305975 |
Title:
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Monotonicity in the Sample Size of the Length of Classical Confidence Intervals
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Author(s):
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Yaakov Malinovsky*+ and Abram M. Kagan
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Companies:
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University of Maryland Baltimore County and University of Maryland
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Address:
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Department of Mathematics and Statistics, Baltimore, MD, 21250, United States
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Keywords:
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Gamma Function ;
Location and Scale Parameters ;
Stochastic Monotonicity
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Abstract:
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It is proved that the average length of standard confidence intervals for parameters of gamma and normal distributions monotonically decreases with the sample size. Though the monotonicity seems a very natural property, the proofs are based on fine properties of the classical gamma function and are of independent interest.
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