Exact Simultaneous Confidence Intervals for Normal Quantiles and Its Applications

Authors
Mahmood Kharrati-Kopaei 1
Ahad Malekzadeh 2
1 Shiraz University
2 K.N. Toosi University of Technology
Abstract
In this article, exact simultaneous confidence intervals for all quantiles of normal distribution are presented. Also, two algorithms for calculating the critical points of confidence intervals have been described. By using two real data sets and simulation, the applications of the set of exact confidence intervals are explained in practice, and the performance of the proposed confidence intervals is compared with the two existing methods in terms of coverage probability and average volume. The results show that the average volume of the proposed method is less than one of the existing methods and has close competition with the other existing method. Finally, the proposed new method can be recommended as a method for simultaneous inferences about normal quantiles.
Keywords
Goodness of fit test
Normal distribution
Order statistics
Simultaneous confidence intervals
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