Confidence intervals for the difference of means: application to the Behrens-Fisher type problem

被引：4
|
作者：
Akahira, M [1 ]
机构：
[1] Univ Tsukuba, Inst Math, Tsukuba, Ibaraki 3058571, Japan
来源：
STATISTICAL PAPERS | 2002年 / 43卷 / 02期
关键词：
Confidence Interval; Gamma Distribution; Beta Distribution; Coverage Probability; Systematic Method;
D O I：
10.1007/s00362-002-0100-4
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A systematic method of the construction of a confidence interval for the difference between two means is given in the exponential and gamma cases. The application of a similar method to the Behrens-Fisher type problem is also given. Further, the numerical calculation of coverage probabilities is done and a comparison of the confidence interval proposed in this paper with that based on the Fisher-Welch-Wald similar test is given. As a result, the method is seen to be reasonable.
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页码：273 / 284
页数：12
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