Generalized confidence intervals for the largest value of some functions of parameters under normality

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题名:	Generalized confidence intervals for the largest value of some functions of parameters under normality
作者:	Chang, Y. P.;Huang, W. T.
贡献者:	淡江大學經營決策學系
关键词:	Bayesian confidence interval;Generalized confidence interval;Quantile;Signal-to-noise ratio
日期:	2000-10
上传时间:	2013-08-08 14:47:40 (UTC+8)
出版者:	Taipei: Academia Sinica * Institute of Statistical Science
摘要:	This paper deals with generalized confidence intervals (GCIs) for the maximum value of functions of parameters of interest in the presence of nuisance parameters. For k(≥ 2) normal populations, we propose GCIs for, respectively, the largest mean, the largest quantile and the largest signal-to-noise ratio. For the case of the largest mean, it is shown that the proposed GCIs are better than those of Chen and Dudewicz (1973a, b). A new measure of efficiency is proposed and some Monte Carlo comparisons between the proposed method and the known method are performed. We also show that in several situations the GCIs are equivalent to Bayesian confidence intervals by employing improper prior distributions. Illustration is made to some real data.
關聯:	Statistica Sinica 10(4), pp.1369-1383
显示于类别:	[管理科學學系暨研究所] 期刊論文

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