Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150395 | Journal of Statistical Planning and Inference | 2010 | 7 Pages |
Abstract
In this paper, we propose a two-stage sampling method (Stein, 1945) for making inferences on the means of two normal populations with heteroscedastic variances which is usually referred to as the Behrens–Fisher problem (Fisher, 1935 and Fisher, 1941). The two-stage method can be used to control Type-II error and the length of confidence interval conditional on a specified Type-I error or confidence level. Simulation results show that the two-stage method improves the powers of the tests and its performance exhibits superior robustness properties over the existing single-stage methods. Moreover, our method can be easily extended to compare multiple populations.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Shurong Zheng, Ning-Zhong Shi, Wenqing Ma,