標題: | Generalized inferences on the common mean of several normal populations |
作者: | Lin, SH Lee, JC 統計學研究所 資訊管理與財務金融系 註:原資管所+財金所 Institute of Statistics Department of Information Management and Finance |
關鍵字: | coverage probability;expected length;generalized pivotal quantity;generalized test variable;Graybill-Deal estimator;power |
公開日期: | 1-十月-2005 |
摘要: | The hypothesis testing and interval estimation are considered for the common mean of several normal populations when the variances are unknown and possibly unequal. A new generalized pivotal is proposed based on the best linear unbiased estimator of the common mean and the generalized inference. An exact confidence interval for the common mean is also derived. The generalized confidence interval is illustrated with two numerical examples. The merits of the proposed method are numerically compared with those of the existing methods with respect to their expected lengths, coverage probabilities and powers under different scenarios. (c) 2004 Published by Elsevier B.V. |
URI: | http://dx.doi.org/10.1016/j.jspi.2004.02.018 http://hdl.handle.net/11536/13228 |
ISSN: | 0378-3758 |
DOI: | 10.1016/j.jspi.2004.02.018 |
期刊: | JOURNAL OF STATISTICAL PLANNING AND INFERENCE |
Volume: | 134 |
Issue: | 2 |
起始頁: | 568 |
結束頁: | 582 |
顯示於類別: | 期刊論文 |