IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v83y2013i6p1547-1552.html
   My bibliography  Save this article

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

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715213000746
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2013.03.001?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. 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.
    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. 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.
    5. 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.
    6. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    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. Parminder Singh & Anju Goyal & Amar Gill, 2015. "Simultaneous confidence intervals for comparing several exponential location parameters with a control," METRON, Springer;Sapienza Università di Roma, vol. 73(1), pages 99-118, April.
    3. Sadooghi-Alvandi, S.M. & Malekzadeh, A., 2014. "Simultaneous confidence intervals for ratios of means of several lognormal distributions: A parametric bootstrap approach," Computational Statistics & Data Analysis, Elsevier, vol. 69(C), pages 133-140.
    4. 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.
    5. Roy, Anindya & Bose, Arup, 2009. "Coverage of generalized confidence intervals," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1384-1397, August.
    6. Maurya, Vishal & Gill, A.N. & Goyal, Aarti, 2017. "A new two-stage multiple comparison procedure for comparing several exponential populations with a control under heteroscedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 1-11.
    7. Xuhua Liu & Xingzhong Xu, 2016. "Confidence distribution inferences in one-way random effects model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(1), pages 59-74, March.
    8. Wang, Xiaofei & Wang, Bing Xing & Hong, Yili & Jiang, Pei Hua, 2021. "Degradation data analysis based on gamma process with random effects," European Journal of Operational Research, Elsevier, vol. 292(3), pages 1200-1208.
    9. Lanqing Hong & Zhi-Sheng Ye & Ran Ling, 2018. "Environmental Risk Assessment of Emerging Contaminants Using Degradation Data," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 23(3), pages 390-409, September.
    10. Schaarschmidt, Frank, 2013. "Simultaneous confidence intervals for multiple comparisons among expected values of log-normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 265-275.
    11. Shin-Fu Tsai, 2019. "Comparing Coefficients Across Subpopulations in Gaussian Mixture Regression Models," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(4), pages 610-633, December.
    12. David R. Bickel, 2014. "Small-scale Inference: Empirical Bayes and Confidence Methods for as Few as a Single Comparison," International Statistical Review, International Statistical Institute, vol. 82(3), pages 457-476, December.
    13. David R. Bickel, 2024. "Bayesian and frequentist inference derived from the maximum entropy principle with applications to propagating uncertainty about statistical methods," Statistical Papers, Springer, vol. 65(8), pages 5389-5407, October.
    14. Liu, Xuhua & Xu, Xingzhong, 2010. "A new generalized p-value approach for testing the homogeneity of variances," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1486-1491, October.
    15. 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.
    16. Russell J. Bowater, 2017. "A defence of subjective fiducial inference," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 101(2), pages 177-197, April.
    17. 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.
    18. Shu-Fei Wu, 2022. "Multiple Comparison Procedures for Exponential Mean Lifetimes Compared with Several Controls," Mathematics, MDPI, vol. 10(4), pages 1-10, February.
    19. Samaradasa Weerahandi & Ching-Ray Yu, 2020. "Exact distributions of statistics for making inferences on mixed models under the default covariance structure," Journal of Statistical Distributions and Applications, Springer, vol. 7(1), pages 1-14, December.
    20. Na Li & Xingzhong Xu & Xuhua Liu, 2011. "Testing the constancy in varying-coefficient regression models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 74(3), pages 409-438, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:83:y:2013:i:6:p:1547-1552. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.