標題: Generalized confidence intervals for the ratio of means of two normal populations
作者: Lee, JC
Lin, SH
統計學研究所
資訊管理與財務金融系 註:原資管所+財金所
Institute of Statistics
Department of Information Management and Finance
關鍵字: Fieller's theorem;generalized confidence interval;generalized p-values;generalized pivotal quantity;heteroscedasticity;pseudo Behrens-Fisher problem;ratio estimation
公開日期: 1-Jun-2004
摘要: Based on the generalized p-values and generalized confidence interval developed by Tsui and Weerahandi (J. Amer. Statist. Assoc. 84 (1989) 602), Weerahandi (J. Amer. Statist. Assoc. 88 (1993) 899), respectively, hypothesis testing and confidence intervals for the ratio of means of two normal populations are developed to solve Fieller's problems. We use two different procedures to find two potential generalized pivotal quantities. One procedure is to find the generalized pivotal quantity based directly on the ratio of means. The other is to treat the problem as a pseudo Behrens-Fisher problem through testing the two-sided hypothesis on 0, and then to construct the 1 - alpha generalized confidence interval as a counterpart of generalized p-values. Illustrative examples show that the two proposed methods arc numerically equivalent for large sample sizes. Furthermore, our simulation study shows that confidence intervals based on generalized p-values without the assumption of identical variance are more efficient than two other methods, especially in the situation in which the heteroscedasticity of the two populations is serious. (C) 2003 Elsevier B.V. All rights reserved.
URI: http://dx.doi.org/10.1016/S0378-3758(03)00141-1
http://hdl.handle.net/11536/26733
ISSN: 0378-3758
DOI: 10.1016/S0378-3758(03)00141-1
期刊: JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Volume: 123
Issue: 1
起始頁: 49
結束頁: 60
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