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Abstract Details

Activity Number: 620
Type: Contributed
Date/Time: Thursday, August 2, 2012 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #305975
Title: Monotonicity in the Sample Size of the Length of Classical Confidence Intervals
Author(s): Yaakov Malinovsky*+ and Abram M. Kagan
Companies: University of Maryland Baltimore County and University of Maryland
Address: Department of Mathematics and Statistics, Baltimore, MD, 21250, United States
Keywords: Gamma Function ; Location and Scale Parameters ; Stochastic Monotonicity

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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