IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v106y2015icp39-45.html

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

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715215002345
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2015.07.002?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

    for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. 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.
    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. 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. 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.

    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. 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.
    3. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-dimensional econometrics and regularized GMM," CeMMAP working papers CWP35/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Francesco Berlingieri & Matija Kovacic, 2025. "Health and relationship quality of sexual minorities in Europe," Journal of Population Economics, Springer;European Society for Population Economics, vol. 38(1), pages 1-39, March.
    5. Roy, Anindya & Bose, Arup, 2009. "Coverage of generalized confidence intervals," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1384-1397, August.
    6. Rute M. Caeiro & Pedro C. Vicente, 2020. "Knowledge of vitamin A deficiency and crop adoption: Evidence from a field experiment in Mozambique," Agricultural Economics, International Association of Agricultural Economists, vol. 51(2), pages 175-190, March.
    7. repec:hum:wpaper:sfb649dp2015-031 is not listed on IDEAS
    8. Jaschke Philipp & Sulin Sardoschau & Marco Tabellini, 2021. "Scared Straight? Threat and Assimilation of Refugees in Germany," RFBerlin Discussion Paper Series 2136, ROCKWOOL Foundation Berlin (RFBerlin).
    9. Grácio, Matilde & Vicente, Pedro C., 2021. "Information, get-out-the-vote messages, and peer influence: Causal effects on political behavior in Mozambique," Journal of Development Economics, Elsevier, vol. 151(C).
    10. Barrera, Oscar & Guriev, Sergei & Henry, Emeric & Zhuravskaya, Ekaterina, 2020. "Facts, alternative facts, and fact checking in times of post-truth politics," Journal of Public Economics, Elsevier, vol. 182(C).
    11. Rossi, Pauline & Villar, Paola, 2020. "Private health investments under competing risks: Evidence from malaria control in Senegal," Journal of Health Economics, Elsevier, vol. 73(C).
    12. Daniele Chiavenato & Ricardo A. Madeira & Vitor Vaccaro, 2024. "Does financial education impact school attainment? Experimental evidence from Brazil," Nova SBE Working Paper Series wp666, Universidade Nova de Lisboa, Nova School of Business and Economics.
    13. Dolan, Paul & Krekel, Christian & Shreedhar, Ganga & Lee, Helen & Marshall, Claire & Smith, Allison, 2021. "Happy to help: the welfare effects of a nationwide micro-volunteering programme," LSE Research Online Documents on Economics 114387, London School of Economics and Political Science, LSE Library.
    14. Steven F. Lehrer & R. Vincent Pohl & Kyungchul Song, 2016. "Targeting Policies: Multiple Testing and Distributional Treatment Effects," NBER Working Papers 22950, National Bureau of Economic Research, Inc.
    15. Orla Doyle & Nick Fitzpatrick & Judy Lovett & Caroline Rawdon, 2015. "Early intervention and child health: Evidence from a Dublin-based randomized controlled trial," Working Papers 201505, Geary Institute, University College Dublin.
    16. Cindy Frascolla & Guillaume Lecuelle & Pascal Schlich & Hervé Cardot, 2022. "Two sample tests for Semi-Markov processes with parametric sojourn time distributions: an application in sensory analysis," Computational Statistics, Springer, vol. 37(5), pages 2553-2580, November.
    17. Orla Doyle & Liam Delaney & Christine O'Farrelly & Nick Fitzpatrick & Michael Daly, 2015. "Can Early Intervention Improve Maternal Well-being? Evidence from a Randomized Controlled Trial," Working Papers 2015-015, Human Capital and Economic Opportunity Working Group.
    18. Acevedo, Paloma & Cruces, Guillermo & Gertler, Paul & Martinez, Sebastian, 2020. "How vocational education made women better off but left men behind," Labour Economics, Elsevier, vol. 65(C).
    19. Timothy B. Armstrong & Shu Shen, 2013. "Inference on Optimal Treatment Assignments," Cowles Foundation Discussion Papers 1927RR, Cowles Foundation for Research in Economics, Yale University, revised Apr 2015.
    20. Lydia Mechtenberg & Grischa Perino & Nicolas Treich & Jean-Robert Tyran & Stephanie Wang, 2021. "Self-Signaling in Moral Voting," Discussion Papers 21-01, University of Copenhagen. Department of Economics.
    21. Doyle, Orla & Harmon, Colm & Heckman, James J. & Logue, Caitriona & Moon, Seong Hyeok, 2017. "Early skill formation and the efficiency of parental investment: A randomized controlled trial of home visiting," Labour Economics, Elsevier, vol. 45(C), pages 40-58.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    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:106:y:2015:i:c:p:39-45. 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.