Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances

被引：0

作者：

Wang, H ^{[1
]}

机构：

[1] Acad Sinica, Inst Stat Sci, Taipei 11529, Taiwan

来源：

STATISTICS & PROBABILITY LETTERS | 2002年 / 59卷 / 03期

关键词：

semirelevant betting procedures; betting procedures; confidence estimators;

D O I：

10.1016/S0167-7152(02)00198-0

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 usual confidence intervals for the ratio of two normal variances are constructed from F-distribution. These confidence intervals are especially important in the variance component model. In this paper, I focus on confidence estimate and conditional performance of these confidence intervals. Under some conditions, confidence estimators better than the confidence coefficient are provided in this article. Moreover, conditional properties of these intervals are also discussed. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：307 / 315

页数：9

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