Small sample confidence intervals for the mean of a positively skewed distribution

This thesis proposes some confidence intervals for the mean of a positively skewed distribution. The following confidence intervals are considered: Student-t, Johnson-t, median-t, mad-t, bootstrap-t, BCA, T1 , T3 and six new confidence intervals, the median bootstrap-t, mad bootstrap-t, median T1, mad T1 , median T3 and the mad T3. A simulation study has been conducted and average widths, coefficient of variation of widths, and coverage probabilities were recorded and compared across confidence intervals. To compare confidence intervals, the width and coverage probabilities were compared so that smaller widths indicated a better confidence interval when coverage probabilities were the same. Results showed that the median T1 and median T3 outperformed other confidence intervals in terms of coverage probability and the mad bootstrap-t, mad-t, and mad T3 outperformed others in terms of width. Some real life data are considered to illustrate the findings of the thesis.