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Parametric bootstrap simultaneous confidence intervals for differences of means from several two-parameter exponential distributions

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  • Li, Juan
  • Song, Weixing
  • Shi, Jianhong

Abstract

A parametric bootstrap method is proposed for constructing simultaneous confidence intervals (SCIs) for all pairwise differences of means from several two-parameter exponential distributions. The proposed SCIs are shown to have correct coverage probability asymptotically. Simulation studies show that, comparing with some existing methods, the proposed SCIs are generally closer to the nominal level and possess smaller volumes.

Suggested Citation

  • Li, Juan & Song, Weixing & Shi, Jianhong, 2015. "Parametric bootstrap simultaneous confidence intervals for differences of means from several two-parameter exponential distributions," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 39-45.
    • Handle: RePEc:eee:stapro:v:106:y:2015:i:c:p:39-45
    DOI: 10.1016/j.spl.2015.07.002
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    1. Joseph P. Romano & Michael Wolf, 2005. "Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 94-108, March.
    2. Maurya, Vishal & Goyal, Anju & Gill, Amar Nath, 2011. "Simultaneous testing for the successive differences of exponential location parameters under heteroscedasticity," Statistics & Probability Letters, Elsevier, vol. 81(10), pages 1507-1517, October.
    3. Hannig, Jan & Iyer, Hari & Patterson, Paul, 2006. "Fiducial Generalized Confidence Intervals," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 254-269, March.
    4. Kharrati-Kopaei, Mahmood & Malekzadeh, Ahad & Sadooghi-Alvandi, Mohammad, 2013. "Simultaneous fiducial generalized confidence intervals for the successive differences of exponential location parameters under heteroscedasticity," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1547-1552.
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    Cited by:

    1. Weizhong Tian & Yaoting Yang & Tingting Tong, 2022. "Confidence Intervals Based on the Difference of Medians for Independent Log-Normal Distributions," Mathematics, MDPI, vol. 10(16), pages 1-14, August.

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