Re: On coverage probability of Confidence interval

David Jones wrote:
Anon. wrote:

Someone will correct me, but I think here hte likelihood is Gamma
distributed. So, from that you can calculate the correct CI
(actually, the correct symmetrical CI: as David pointed out, there
are many possible CIs).


A sufficent statistic in this case is the sample mean, which has a
gamma distribution with a known shape parameter, derived from the
sample size, and a scale parameter equal to the mean. If one can
remember the relation of the gamma to the chi-squared distribution,
standard tables of chi-squared can be used to determine the required
end-points of the confidence interval.

Remember? We use google nowadays. :-)

Bob

--
Bob O'Hara
Department of Mathematics and Statistics
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