Abstract: | There are given k (? 2) univariate cumulative distribution functions (c.d.f.'s) G(x; θi) indexed by a real-valued parameter θi, i=1,…, k. Assume that G(x; θi) is stochastically increasing in θi. In this paper interval estimation on the ith smallest of the θ's and related topics are studied. Applications are considered for location parameter, normal variance, binomial parameter, and Poisson parameter. |