Confidence intervals for common mean of normal distributions with known coefficient of variation

Abstract

This paper presents confidence intervals for common mean of normal distributions with known coefficient of variation based on three Adjusted MOVER approaches (M1, M2 and M3) compared with large sample approach. The coverage probability and expected length of confidence intervals were then evaluated by the Monte Carlo simulation. The results showed that M3 provided much better performance than the others in terms of coverage probability. Two data sets are given to illustrate the confidence interval approaches.