ON A FIXED-WIDTH CONFIDENCE INTERVAL FOR THE COMMON MEAN OF TWO DISTRIBUTIONS HAVING UNEQUAL VARIANCES: I. THE CASE OF ONE VARIANCE KNOWN.
JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF STATISTICS
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Suppose that one has two measuring instruments, one generating a random variable X having mean m and variance S sub x, the other producing a random variable Y having mean m and variance S sub y. It is desired to find a fixed-width confidence interval of width 2d for m having probability of coverage g. Assuming that the cost for taking observations in the same for both measuring instruments, the problem becomes one of finding the most accurate measuring instrument and using it to construct the confidence interval.
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