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Simultaneous confidence intervals based on one-sided max t test

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  • Hirotsu, Chihiro
  • Srivastava, Muni S.

Abstract

Simultaneous lower bounds (SLB) for the isotonic contrasts in normal means are obtained. In particular a SLB for the range is given. These SLBs are obtained from the one-sided max t test. It is then generalized to obtain simultaneous upper bounds for the responses at lower levels. Under the assumption of the convexity of the response curve at lower levels the upper bounds are further improved. The method compares very well with other available methods numerically as well as in real examples.

Suggested Citation

  • Hirotsu, Chihiro & Srivastava, Muni S., 2000. "Simultaneous confidence intervals based on one-sided max t test," Statistics & Probability Letters, Elsevier, vol. 49(1), pages 25-37, August.
    • Handle: RePEc:eee:stapro:v:49:y:2000:i:1:p:25-37
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    References listed on IDEAS

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    1. Ashish Sen & S. Srivastava, 1975. "On tests for detecting change in mean when variance is unknown," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 27(1), pages 479-486, December.
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    2. Kin Yau Wong & Yair Goldberg & Jason P. Fine, 2016. "Oracle estimation of parametric models under boundary constraints," Biometrics, The International Biometric Society, vol. 72(4), pages 1173-1183, December.
    3. Hirotsu, Chihiro & Yamamoto, Shoichi & Tsuruta, Harukazu, 2016. "A unifying approach to the shape and change-point hypotheses in the discrete univariate exponential family," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 33-46.

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