Publication Date
2020
Document Type
Dissertation/Thesis
First Advisor
González, Bárbara
Degree Name
M.S. (Master of Science)
Legacy Department
Department of Statistics and Actuarial Science
Abstract
Constructing confidence intervals is a standard statistical practice to estimate parameters of a distribution. Estimation of the parameters of a t-distribution can be computationally intensive. As a result, there are not clear defined formulas for the construction of confidence intervals for those estimates. Using the Normal confidence interval equation does not offer an accurate interval. Therefore, this paper will outline potential alternative methods for building confidence intervals to estimate the mean of a t-distribution. This paper will offer several methods and simulations to determine which method is best for constructing confidence intervals for varying sample sizes and degrees of freedom. This paper explores both situations in which the degrees of freedom are both known and unknown.
Recommended Citation
Remus, Margaret, "Construction of Confidence intervals for Parameter Estimates of t-Distribution" (2020). Graduate Research Theses & Dissertations. 7591.
https://huskiecommons.lib.niu.edu/allgraduate-thesesdissertations/7591
Extent
62 pages
Language
eng
Publisher
Northern Illinois University
Rights Statement
In Copyright
Rights Statement 2
NIU theses are protected by copyright. They may be viewed from Huskie Commons for any purpose, but reproduction or distribution in any format is prohibited without the written permission of the authors.
Media Type
Text
