English  |  正體中文  |  简体中文  |  Items with full text/Total items : 56733/90513 (63%)
Visitors : 12083634      Online Users : 44
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/20726

    Title: Multiple comparison procedures with the average for k dependent normal means
    Authors: Wu, Shu-fei
    Contributors: 淡江大學統計學系
    Date: 1999-03-01
    Issue Date: 2009-11-30 12:57:52 (UTC+8)
    Publisher: New Delhi: TARU Publications
    Abstract: In Wu and Chen [8], multiple comparison procedures with the average for k independent normal means when variances are known or unknown are proposed. The exact critical values are obtained when common variances are known or unknown and sample sizes are all equal. However, when k normal populations are dependent, the problem becomes more complicated. In this article, we consider the multiple comparison procedures with the average for k normal means when populations are not independent by simultaneous confidence interval and subset selection approaches. These procedures have broad applicability in identifying better-than-the-average, worse-than-the-average and not-much-difference-from the average stocks in Dow-Jone industrial stock market and it can also select a subset which includes all better-than-the-average treatments within its own group in experimental design if treatments are not independent. These procedures can be a very useful screening procedure especially when k is large. The comparison of the efficiency between approximation results by Bonferroni inequality and simulation results by Monte Carlo method has been studied and it shows Bonferroni approximates are efficient for equal correlation cases. An example of eight biggest mutual funds in the United States is also given to illustrate the implementation of these multiple comparison procedures with the average.
    Relation: Journal of Statistics and Management Systems 2(1), pp.73-95
    DOI: 10.1080/09720510.1999.10700991
    Appears in Collections:[Graduate Institute & Department of Statistics] Journal Article

    Files in This Item:

    File SizeFormat

    All items in 機構典藏 are protected by copyright, with all rights reserved.

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback