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A 95% confidence interval for s 2 based on the covariance matrix estimator (10.53) is s 2 - 1. This interval is evidently symmetric. An Asymmetric Interval (S10.24) may yield more reliable inferences. The proportion of time that the two intervals fail to cover the true value is shown in table s10.2.

Author

Leonard Gonzalo Saavedra Astopilco

Language

EN