## The Annals of Statistics

### A Characterization of the Fieller Solution

Martin A. Koschat

#### Abstract

We consider the problem of finding $\alpha$-level confidence intervals for the ratio of two normally estimated means. We show that there is no procedure that with probability 1 gives bounded $\alpha$-level confidence intervals for the ratio, and we show that within a large class of sensible procedures the Fieller solution is the only one with exact coverage probability.

#### Article information

Source
Ann. Statist., Volume 15, Number 1 (1987), 462-468.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176350282

Digital Object Identifier
doi:10.1214/aos/1176350282

Mathematical Reviews number (MathSciNet)
MR885753

Zentralblatt MATH identifier
0649.62029

JSTOR