Conditional confidence interval procedures for the location and scale parameters of the Cauchy and logistic distributions

Abstract

SUMMARY Conditional confidence interval estimation procedures for the location and scale parameters of the Cauchy and logistic distributions are discussed. There are two aims: The first is to discuss computational aspects of using the conditional confidence interval approach, and the second is to give a rough numerical comparison of the conditional confidence interval procedures and the unconditional confidence interval procedures for the parameters of the Cauchy and logistic distributions, discussed recently by Haas, Bain & Antle (1970), and Antle, Klimko & Harkness (1970), respectively.