Efficient confidence interval methodologies for the non centrality parameter of a non central t distribution

This article considers the problem of constructing a confidence interval for the non centrality parameter of a non central t distribution. This has applications to the signal to noise ratio in regression problems and to the coefficient of variation for normally distributed data. A new procedure is developed that provides shorter confidence intervals than the standard procedure, and a program is available for its implementation. This new procedure will be useful for practitioners, and its development also provides some interesting theoretical results.