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Small sample performance of confidence intervals for a truncation parameter. (English) Zbl 0544.62031
Summary: Let \(\{X_ n\), \(n\geq 1\}\) be a sequence of independent and identically distributed random variables with common cumulative distribution function \(F_{\theta}(x)\), where \(\theta\) is a finite left truncation parameter. In this paper fixed-width confidence intervals with prescribed coverage probability are investigated.

MSC:
62F25 Parametric tolerance and confidence regions
62G15 Nonparametric tolerance and confidence regions
65C05 Monte Carlo methods
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