Biometrika · 1978 · 16 citations · 2 references
Natural SciencesMathematicsProbability TheoryStatisticsInferential StatisticsLimit TheoremsProbability InequalitiesStatistical InferenceAsymptotic Confidence IntervalsAsymptotic Distribution TheoryAsymptotic NormalityAsymptotic TheoryCentral Limit TheoremsHeavy-tailed Limit Theorems
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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Limit Distributions of Self-normalized Sums
B. F. Logan, C. L. Mallows, S. O. Rice et al. · The Annals of Probability · 1973 · 196 citations · Full text