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Simultaneous fiducial generalized confidence intervals for the successive differences of exponential location parameters under heteroscedasticity

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  • Kharrati-Kopaei, Mahmood
  • Malekzadeh, Ahad
  • Sadooghi-Alvandi, Mohammad

Abstract

We present simultaneous fiducial generalized confidence intervals for the successive differences of the location parameters of several exponential distributions with unequal scale parameters, and show that they have correct coverage probability asymptotically. Our simulation results indicate that our proposed procedure performs better than the procedure of Maurya et al. (2011b).

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:6:p:1547-1552
    DOI: 10.1016/j.spl.2013.03.001
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    References listed on IDEAS

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    1. Li, Xinmin & Wang, Juan & Liang, Hua, 2011. "Comparison of several means: A fiducial based approach," Computational Statistics & Data Analysis, Elsevier, vol. 55(5), pages 1993-2002, May.
    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. Wu, Shu-Fei & Lin, Ying-Po & Yu, Yuh-Ru, 2010. "One-stage multiple comparisons with the control for exponential location parameters under heteroscedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1372-1380, May.
    4. Parminder Singh & Asheber Abebe, 2009. "Comparing several exponential populations with more than one control," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(3), pages 359-374, August.
    5. 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.
    6. Wu, Shu-Fei & Chen, Hubert J., 1998. "Multiple comparison procedures with the average for exponential location parameters," Computational Statistics & Data Analysis, Elsevier, vol. 26(4), pages 461-484, February.
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    Cited by:

    1. A. Malekzadeh & M. Kharrati-Kopaei & S. Sadooghi-Alvandi, 2014. "Comparing exponential location parameters with several controls under heteroscedasticity," Computational Statistics, Springer, vol. 29(5), pages 1083-1094, October.
    2. 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.

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