On distribution-free lower confidence limits for the mean of a nonnegative random variable
M. BRETH, J. S. MARITZ, E. J. WILLIAMS
Biometrika · 1978 · Volume 65 · Issue 3
Abstract
SUMMARY A method for setting a distribution-free lower confidence limit for the mean of a non-negative random variable is developed, and compared with the procedure which relies on asymptotic normality of the distribution of the sample mean.
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