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.
Citation
Martin A. Koschat. "A Characterization of the Fieller Solution." Ann. Statist. 15 (1) 462 - 468, March, 1987. https://doi.org/10.1214/aos/1176350282
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