摘要：Based on the example of constructing a confidence interval for variance, the notion and construction of the shortest confidence interval are put forward. Furthermore, the particle swarm algorithm for this problem is presented to solve this non-linear programming problem. Compared with the confidence interval calculated with traditional method, it has distinct advantage. The optimum results which is used to find the shortest confidence interval of variance and mean variance are given under the confidence level 0.9 and 0.95. The shortest confidence interval about Gamma distribution, Laplace distribution, Weibull distribution and beta distribution are also discussed.
