The problem of constructing fixed-width simultaneous confidence intervals for comparing mean vectors of k( 2) independent multivariate normal distributions is considered when those covariance matrices have the intraclass correlation structures. Two-stage procedures are developed for which the simult
Fixed-width confidence intervals for contrasts in the means
โ Scribed by Ajit Chaturvedi; N. D. Shukla; Pramod S. Shukla
- Publisher
- Springer Japan
- Year
- 1992
- Tongue
- English
- Weight
- 510 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0020-3157
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โฆ Synopsis
The sequential procedure developed by Bhargava and Srivastava (1973, J. Roy. Statist. Soc. Set. B, 35, 147-152) to construct fixed-width confidence intervals for contrasts in the means is further analyzed. Second-order approximations for the first two moments of the stopping time and the coverage probability associated with the sequential procedure, are obtained. A lower bound for the number of "additional" observations after stopping is derived, which ensures the "exact" probability of coverage. Moreover, two-stage, three-stage and "modified" sequential procedures are proposed for the same estimation problem. Relative advantages and disadvantages of these sampling schemes are discussed and their properties are studied.
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