Generalized Confidence Intervals
作者:
Samaradasa Weerahandi,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1993)
卷期:
Volume 88,
issue 423
页码: 899-905
ISSN:0162-1459
年代: 1993
DOI:10.1080/01621459.1993.10476355
出版商: Taylor & Francis Group
关键词: Behrens-Fisher problem;Censored exponential distribution;Generalizedpvalue;Pratt's paradox;Variance component
数据来源: Taylor
摘要:
The definition of a confidence interval is generalized so that problems such as constructing exact confidence regions for the difference in two normal means can be tackled without the assumption of equal variances. Under certain conditions, the extended definition is shown to preserve a repeated sampling property that a practitioner expects from exact confidence intervals. The proposed procedure is also applied to the problem of constructing confidence intervals for the difference in two exponential means and for variance components in mixed models. A repeated sampling property of generalizedpvalues is also given. With this characterization one can carry out fixed level tests of parameters of continuous distributions on the basis of generalizedpvalues. Finally, Pratt's paradox is revisited, and a procedure that resolves the paradox is given.
点击下载:
PDF (797KB)
返 回