Abstract
A confidence interval for the error variance following a preliminary test in the oneway random model is investigated. This interval is referred to as a pre-test confidence interval. The expected length of the pre-test confidence interval is shorter than that of the usual confidence interval. The coverage probability of the pre–test confidence interval is less than the nominal level. However, at some selected levels of significance, the coverage probability of the pre-test confidence interval is only slightly less than the nominal level but the maximum reduction in expected length is substantial
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