A note on the simultaneous confidence intervals for the successive differences of exponential location parameters under heteroscedasticity

Q Mathematics

Statistical Methodology Pub Date : 2015-01-01 DOI:10.1016/j.stamet.2014.06.001

Mahmood Kharrati-Kopaei

引用次数: 10

Abstract

In this paper, a lemma is presented and then it is used to construct simultaneous confidence intervals (SCIs) for the differences of location parameters of successive exponential distributions in the unbalanced case under heteroscedasticity. A simulation study based comparison of our SCIs with two recently proposed procedures in terms of coverage probability and average volume revealed that the proposed method can be recommended for small and moderate sample sizes.

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异方差条件下指数位置参数连续差异的同时置信区间注记

本文提出了一个引理，并利用该引理构造了异方差下不平衡情况下连续指数分布的位置参数差异的同时置信区间。一项模拟研究将我们的SCIs与最近提出的两种程序在覆盖概率和平均体积方面进行了比较，结果显示，建议的方法可以推荐用于小型和中等样本量。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistical Methodology STATISTICS & PROBABILITY-

CiteScore

0.59

自引率

0.00%

发文量

期刊介绍： Statistical Methodology aims to publish articles of high quality reflecting the varied facets of contemporary statistical theory as well as of significant applications. In addition to helping to stimulate research, the journal intends to bring about interactions among statisticians and scientists in other disciplines broadly interested in statistical methodology. The journal focuses on traditional areas such as statistical inference, multivariate analysis, design of experiments, sampling theory, regression analysis, re-sampling methods, time series, nonparametric statistics, etc., and also gives special emphasis to established as well as emerging applied areas.