Robust Confidence Intervals for the Population Mean Alternatives to the Student-t Confidence Interval

Abstract

In this paper, three robust confidence intervals are proposed as alternatives to the Student t confidence interval. The performance of these intervals was compared through a simulation study shows that Qn-t confidence interval performs the best and it is as good as Student’s t confidence interval. Real-life data was used for illustration and performing a comparison that support the findings obtained from the simulation study.