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Comparison of several means: A fiducial based approach

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  • Li, Xinmin
  • Wang, Juan
  • Liang, Hua

Abstract

To study the equality of several normal means when the variances are unknown and unequal, we propose a fiducial based test, and theoretically examine the frequentist property of the proposed test. We numerically compare the performance of the proposed approach with several tests, recently developed such as the generalized F-test by Weerahandi (1995a), the trimmed mean-based test by Lix and Keselman (1998), and the parametric bootstrap test by Krishnamoorthy et al. (2007). The simulation results indicate that the proposed approach can provide a reasonable p-value via a few straightforward simulation steps. Finally, the proposed approach is applied to an analysis of two real data sets for illustration.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:csdana:v:55:y:2011:i:5:p:1993-2002
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    References listed on IDEAS

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    1. Krishnamoorthy, K. & Lu, Fei & Mathew, Thomas, 2007. "A parametric bootstrap approach for ANOVA with unequal variances: Fixed and random models," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5731-5742, August.
    2. Hari K. Iyer & C.M. Jack Wang & Thomas Mathew, 2004. "Models and Confidence Intervals for True Values in Interlaboratory Trials," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1060-1071, December.
    3. Jan Hannig & Thomas C. M. Lee, 2009. "Generalized fiducial inference for wavelet regression," Biometrika, Biometrika Trust, vol. 96(4), pages 847-860.
    4. K. Krishnamoorthy & Yong Lu, 2003. "Inferences on the Common Mean of Several Normal Populations Based on the Generalized Variable Method," Biometrics, The International Biometric Society, vol. 59(2), pages 237-247, June.
    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.
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    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Li, Xinmin & Tian, Lili & Wang, Juan & Muindi, Josephia R., 2012. "Comparison of quantiles for several normal populations," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 2129-2138.

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