Geodesic
Confidence interval for the common mean of several normal distributions
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 885-892

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We construct the confidence interval for the common mean of several normal distributions. The confidence probability of this interval is close, in some sence, to the nominal level. 
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     author = {V. I. Pagurova and V. V. Gurskiǐ},
     title = {Confidence interval for the common mean of several normal distributions},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     publisher = {mathdoc},
     volume = {24},
     number = {4},
     year = {1979},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a22/}
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V. I. Pagurova; V. V. Gurskiǐ. Confidence interval for the common mean of several normal distributions. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 885-892. http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a22/