Two-Sample Procedures in Simultaneous Estimation
Healy, W. C.
Ann. Math. Statist., Tome 27 (1956) no. 4, p. 687-702 / Harvested from Project Euclid
In this paper, two-sample procedures of the type originated by Stein [4] are developed for a number of problems in simultaneous estimation. The results include the construction of simultaneous confidence intervals of prescribed length or lengths and confidence coefficient $1 - \alpha$ for (1) all normalized linear functions of means, (2) all differences between means, and (3) the means of $k$ independent normal populations with common unknown variance. Simultaneous confidence intervals of length $l$ and confidence coefficients known to be not less than $1 - \alpha$ are constructed for all normalized linear functions of the means of a general multivariate normal population. The single sample analogues of these problems have been discussed by Tukey [5], Scheffe [6] and Bose and Roy [7]. Also, a confidence region having prescribed diameter (or volume) and confidence coefficient $1 - \alpha$ is constructed for the mean vector in the general multivariate normal case. The procedures depend only on known and tabulated distributions. Illustrative applications from the analysis of variance are described.
Publié le : 1956-09-14
Classification: 
@article{1177728176,
     author = {Healy, W. C.},
     title = {Two-Sample Procedures in Simultaneous Estimation},
     journal = {Ann. Math. Statist.},
     volume = {27},
     number = {4},
     year = {1956},
     pages = { 687-702},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728176}
}
Healy, W. C. Two-Sample Procedures in Simultaneous Estimation. Ann. Math. Statist., Tome 27 (1956) no. 4, pp.  687-702. http://gdmltest.u-ga.fr/item/1177728176/