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On large sample confidence intervals for the common inverse mean of several normal populations. (English) Zbl 06829137

Summary: The objective of this paper is to construct confidence intervals for the common inverse mean of several normal populations based on adjusted method of variance estimates recovery approach (adjusted MOVER approach) and to compare with generalized confidence interval approach and large sample approach. The coverage probability and average length of the confidence intervals are evaluated by a Monte Carlo simulation. The results showed that the generalized confidence interval approach provides the best confidence interval, but the coverage probabilities of the adjusted MOVER confidence intervals are close to the nominal confidence level of 0.95 when the sample size is large. Finally, the proposed approaches are illustrated by an example.

MSC:

62F25 Parametric tolerance and confidence regions