INTERVAL ESTIMATION OF ERROR VARIANCE FOLLOWING A PRELIMINARY TEST IN ONE-WAY RANDOM MODEL

被引：3

作者：

CHIOU, P ^{[1
]}

HAN, CP ^{[1
]}

机构：

[1] LAMAR UNIV,DEPT MATH,BEAUMONT,TX 77710

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1995年 / 24卷 / 04期

关键词：

PRELIMINARY TEST; PRETEST CONFIDENCE INTERVAL; EXPECTED LENGTH; COVERAGE PROBABILITY;

D O I：

10.1080/03610919508813277

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 confidence interval for the error variance following a preliminary test in the one-way random model is investigated. This interval is referred to as a pre-test confidence interval. The expected length of the pre-test confidence interval is shorter than that of the usual confidence interval. The coverage probability of the pre-test confidence interval is less than the nominal level. However, at some selected levels of significance, the coverage probability of the pre-test confidence interval is only slightly less than the nominal level but the maximum reduction in expected length is substantial.

引用

页码：817 / 824

页数：8

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