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Minimum Expected Length Confidence Interval

  1. Jan 31, 2007 #1
    (Moving this to another section, because it is not for a particular course ...)

    I'd greatly appreciate any direction toward establishing the result below.
    I am studying statistics on my own, and found this in some online materials,
    but it didn't come with a solution, and I've been a bit stuck ...


    1. The problem statement, all variables and given/known data

    Given a sample [ X(1), X(2), ... X(n) ] from a Normal population with
    unknown mean and variance, show that the Student's t based
    confidence interval has the minimum expected length for a given
    confidence level (1-a).

    2. Relevant equations

    3. The attempt at a solution
    Last edited: Feb 1, 2007
  2. jcsd
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