M.S. (Master of Science)
Department of Statistics and Actuarial Science
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.
Remus, Margaret, "Construction of Confidence intervals for Parameter Estimates of t-Distribution" (2020). Graduate Research Theses & Dissertations. 7591.
Northern Illinois University
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