Generalized inferences on the common mean of several normal populations

被引：31
|
作者：
Lin, SH
Lee, JC
机构：
[1] Natl Taichung Inst Technol, Taichung 404, Taiwan
[2] Natl Chiao Tung Univ, Inst Stat, Hsinchu 300, Taiwan
[3] Natl Chiao Tung Univ, Grad Inst Finance, Hsinchu 300, Taiwan
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2005年 / 134卷 / 02期
关键词：
coverage probability; expected length; generalized pivotal quantity; generalized test variable; Graybill-Deal estimator; power;
D O I：
10.1016/j.jspi.2004.02.018
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：
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.
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页码：568 / 582
页数：15
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