A. M. Kagan, A. V. Nagaev, “A lemma on stochastic majorization and properties of the Student distribution”, Teor. Veroyatnost. i Primenen., 2007, Volume 52, Issue 1,Pages <nobr>199

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Short Communications

A lemma on stochastic majorization and properties of the Student distribution

A. M. Kagan^a, A. V. Nagaev

^a University of Maryland

Abstract: A general lemma on stochastic majorization implies lower and upper bounds for the Student distribution function. Relations to estimation of the normal mean by confidence intervals are discussed.

Keywords: confidence intervals, normal distribution.

Received: 17.01.2006

Language: English

DOI: 10.4213/tvp16