Comparison of several confidence intervals for normal distribution with known coefficient of variation
| STATISTICA & APPLICAZIONI - 2010 - 1
In this paper, we consider the problem of constructing confidence intervals for the normal population mean when the coefficient of variation is known. We obtain 13 confidence intervals using different pivots. Also we conduct a simulation study to compare the expectations as well as the standard deviations of the intervals lengths.
Keywords: Coefficient of Variation, Normal Distribution, Pivotal Method, Confidence Interval.