The Annals of Statistics, Vol. 20, No. 3 (Sep., 1992), pp. 1501-1513 (13 pages) The usual confidence interval, based on Student's t distribution, has conditional confidence that is larger than the ...
For the two-sided Student t confidence interval for the mean of a normal distribution there is, for any sample size, a sufficiently large confidence level that ensures that the interval covers all the ...