A method for constructing confidence intervals on parameters of a continuous probability distribution is developed in this paper. The objective is to present a model for an uncertainty represented by parameters of a probability density function.  As an application, confidence intervals for the two parameters of the Weibull distribution along with their joint confidence interval are derived. The...

In this paper, a new two-sampling scheme is proposed to construct appropriate confidence intervals for the lower population quantiles. The confidence intervals are determined in the parametric and nonparametric set up and the optimality problem is discussed in each case. Finally, the proposed procedure is illustrated via a real data set. 

Significance Randomized controlled trials are central to the scientific process, but they can be costly. For example, a clinical trial may assign patients treatments that detrimental them. Adaptive experimental designs, such as multiarmed bandit algorithms, reduce costs by increasing probability of assigning promising over course experiment. However, because observations collected these methods...