# Computation of Confidence Limits for Linear Functions of the Normal Mean and Variance

## Abstract

A program is described that calculates exact and optimal (uniformly most accurate unbiased) confidence limits for linear functions of the normal mean and variance. The program can therefore also be used to calculate confidence limits for monotone transformations of such functions (e.g., lognormal means). The accuracy of the program has been thoroughly evaluated in terms of coverage probabilities for a wide range of parameter values.

- Authors:

- Publication Date:

- Research Org.:
- Oak Ridge National Lab., TN (US)

- Sponsoring Org.:
- USDOE Office of Science (US)

- OSTI Identifier:
- 14314

- Report Number(s):
- ORNL/TM-1999/206

TRN: AH200136%%529

- DOE Contract Number:
- AC05-96OR22464

- Resource Type:
- Technical Report

- Resource Relation:
- Other Information: PBD: 1 Sep 1999

- Country of Publication:
- United States

- Language:
- English

- Subject:
- 60 APPLIED LIFE SCIENCES; ACCURACY; TRANSFORMATIONS; ORNL

### Citation Formats

```
Land, C.E., and Lyon, B.F.
```*Computation of Confidence Limits for Linear Functions of the Normal Mean and Variance*. United States: N. p., 1999.
Web. doi:10.2172/14314.

```
Land, C.E., & Lyon, B.F.
```*Computation of Confidence Limits for Linear Functions of the Normal Mean and Variance*. United States. doi:10.2172/14314.

```
Land, C.E., and Lyon, B.F. Wed .
"Computation of Confidence Limits for Linear Functions of the Normal Mean and Variance". United States. doi:10.2172/14314. https://www.osti.gov/servlets/purl/14314.
```

```
@article{osti_14314,
```

title = {Computation of Confidence Limits for Linear Functions of the Normal Mean and Variance},

author = {Land, C.E. and Lyon, B.F.},

abstractNote = {A program is described that calculates exact and optimal (uniformly most accurate unbiased) confidence limits for linear functions of the normal mean and variance. The program can therefore also be used to calculate confidence limits for monotone transformations of such functions (e.g., lognormal means). The accuracy of the program has been thoroughly evaluated in terms of coverage probabilities for a wide range of parameter values.},

doi = {10.2172/14314},

journal = {},

number = ,

volume = ,

place = {United States},

year = {1999},

month = {9}

}

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