Article ID Journal Published Year Pages File Type
1151001 Statistical Methodology 2015 7 Pages PDF
Abstract

In this paper, a lemma is presented and then it is used to construct simultaneous confidence intervals (SCIs) for the differences of location parameters of successive exponential distributions in the unbalanced case under heteroscedasticity. A simulation study based comparison of our SCIs with two recently proposed procedures in terms of coverage probability and average volume revealed that the proposed method can be recommended for small and moderate sample sizes.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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