Confidence Intervals Using C.L.T. and Delta method

In this paper, we study the confidence intervals in two distributions: uniform distribution with parameter θ and χ² -distribution with parameter r. We find two confidence intervals for the parameters in these distributions. One is the result of using variance stabilization(V. S.) and the other is that of using central limit theorem(C. L. T.). Simulation results show that the confidence intervals obtained by V. S. in case of χ² -distribution are better than those by C. L. T.