Method for Constructing a Confidence Interval for the Variance of a Random Variable
https://doi.org/10.34020/2073-6495-2021-3-146-155
Abstract
The problem of reducing the number of observations for constructing a confidence interval of variance with a given degree of accuracy and reliability is considered. The new method of constructing an interval estimate of variance developed in the article is formulated by three statements and justified by four proven theorems. Formulas for calculating the required number of observations depending on the accuracy and reliability of the estimate are derived. The results of the calculations are presented in the table and shown in the diagram. The universality and effectiveness of this method is shown. The universality of the method lies in the fact that it is applicable to any laws of probability distribution, and not only for the normal law. The effectiveness of the developed method is justified by comparing its performance with other known methods.
About the Authors
A. V. Ganicheva
Tver State Agricultural Academy
Russian Federation
Russian Federation
Ganicheva Antonina V., Candidate of Physical and Mathematical Sciences, Associate Professor, Department of Physical and Mathematical Disciplines and Information Technologies
Tver
A. V. Ganichev
Tver State Technical University
Russian Federation
Russian Federation
Ganichev Aleksey V., Associate Professor, Department of Informatics and Applied Mathematics
Tver
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Review
For citations:
Ganicheva A.V., Ganichev A.V. Method for Constructing a Confidence Interval for the Variance of a Random Variable. Vestnik NSUEM. 2021;(3):146-155. (In Russ.) https://doi.org/10.34020/2073-6495-2021-3-146-155
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