Approximate confidence interval for standard deviation of nonnormal distributions
نویسنده
چکیده
The exact confidence interval for is hypersensitive tominor violations of the normality assumption and its performance does not improvewith increasing sample size.An approximate confidence interval for is proposed and is shown to be nearly exact under normality with excellent small-sample properties under moderate nonnormality. The small-sample performance of the proposed interval may be further improved using prior kurtosis information. A sample size planning formula is given. © 2004 Elsevier B.V. All rights reserved.
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ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 50 شماره
صفحات -
تاریخ انتشار 2006