Two-Stage Confidence Intervals for the Variance of a Normal Distribution
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Abstract
In this paper, we concretely design a fixed-width confidence interval for the variance σ2 of a normal distribution N(μ,σ2) by two-stage procedures and provide the optimal sample size of the first stage by numerical computations. Moreover, for fixed samples, we establish a proof for the non-existence of fixed-width confidence interval for σ2.
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