期刊論文

學年 100
學期 2
出版(發表)日期 2012-06-01
作品名稱 A confidence region for the largest and the smallest means under heteroscedasticity
作品名稱(其他語言)
著者 Chen, Hubert J.; Wu, Shu-fei
單位 淡江大學統計學系
出版者 Amsterdam: Elsevier BV
著錄名稱、卷期、頁數 Computational Statistics & Data Analysis 56(6), pp.1692–1702
摘要 By a two-stage sampling procedure a confidence region for the largest and smallest means of several independent normal populations is constructed, where the population variances are unknown and possibly unequal. This confidence region can be completed after taking additional observations at the second stage and it is then obtained by maximizing the lower bound of the coverage probability with a fixed width at a least favorable configuration of means.When the additional samples at the second stage are not fully obtainable due to cost, time limitations and other unexpected factors, a one-stage confidence region approach for the largest and smallest means of k independent normal populations is proposed. If the second stage samples are fully satisfied, the two-stage confidence region is superior to the one-stage confidence region. On the other hand, if the second stage samples are incomplete, the one-stage confidence region is a good approximation to that of the two-stage. A real-life example is given to illustrate the use of these intervals. Finally, the proposed confidence region is compared to the other confidence regions. It has been found that the proposed confidence region is superior to the other method in terms of the need of smaller sample size for a fixed interval width.
關鍵字 Confidence region; Largest mean; Student t; Two-stage; One-stage
語言 en_US
ISSN 0167-9473
期刊性質 國外
收錄於 SCI
產學合作
通訊作者
審稿制度
國別 NLD
公開徵稿
出版型式 紙本
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