Robust Confidence Intervals for the Population Mean Alternatives to the Student-t Confidence Interval

Abstract

In this paper, three robust confidence intervals are proposed as alternatives to the Student t confidence interval. The performance of these intervals was compared through a simulation study shows that Qn-t confidence interval performs the best and it is as good as Student’s t confidence interval. Real-life data was used for illustration and performing a comparison that support the findings obtained from the simulation study.

A modified robust confidence interval for the population mean of distribution based on deciles

“…A confidence interval is an interval estimator that will capture the true parameter value in repeated samples. Abu-Shawiesh et al (2019) defined confidence interval as a range of values that provides the user with an understanding of how precise the estimates of a parameter are. In practice, it is usual to use normal theory to construct a confidence interval for making inferences about the population mean (𝜇).…”

“…Johnson (1978) proposed a modification of the Student's t confidence interval for skewed distributions. Since Johnson (1978), many researchers have obtained confidence intervals for population mean of a skewed distribution (Chen, 1995;Meeden, 1999;Kibria, 2006;Shi and Kibria, 2007;Baklizi, 2008;Abu-Shawiesh et al, 2009;Baklizi and Kibria, 2009;Abu-Shawiesh et al, 2011;Pek et al, 2017;Abu-Shawiesh et al, 2018;Abu-Shawiesh and Saghir, 2019;Akyuz and Abu-Shawiesh, 2020;Sinsomboonthong et al, 2020).…”