A Note on Simultaneous Confidence Intervals for Ratio of Variances

被引:4
|
作者
Rublik, Frantisek [1 ]
机构
[1] Inst Measurement Sci, Bratislava 84104, Slovakia
关键词
Jackknife statistics; Ratio of variances; Simultaneous confidence intervals; MULTIPLE COMPARISONS; TESTS;
D O I
10.1080/03610920902846547
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
An explicit formula for confidence intervals for ratios of variances of several populations is presented. The intervals are based on jackknife statistics and the critical point of the studentized range distribution. The asymptotic probability of coverage is not less than the nominal value provided that the distributions of the sampled populations belong to a location-scale family of probabilities with finite fourth moment.
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页码:1038 / 1045
页数:8
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