Constructing a Confidence Interval for Quantiles of Normal Distribution, one and Two Population
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Abstract:
In this paper, in order to establish a confidence interval (general and shortest) for quantiles of normal distribution in the case of one population, we present a pivotal quantity that has non-central t distribution. In the case of two independent normal populations, we construct a confidence interval for the difference quantiles based on the generalized pivotal quantity and introduce a simple method for extracting its percentiles, by which a shorter confidence interval can be constructed. We will also examine the performance of the proposed methods by using simulations and examples.
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Journal title
volume 23 issue 2
pages 47- 56
publication date 2019-03
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