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Comparing exponential location parameters with several controls under heteroscedasticity

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  • A. Malekzadeh
  • M. Kharrati-Kopaei
  • S. Sadooghi-Alvandi

Abstract

Suppose that random samples are taken from $$k$$ k treatment groups and $$l$$ l control groups, where the observations in each group have a two-parameter exponential distribution. We consider the problem of constructing simultaneous confidence intervals for the differences between location parameters of the treatment groups and the control groups when the scale parameters may be unequal. Using the parametric bootstrap approach, we develop a new multiple comparisons procedure when the scale parameters and sample sizes are possibly unequal. We then present a simulation study in which we compare the performance of our proposed procedure with two other procedures. The results of our simulations indicate that our proposed procedure performs better than other procedures. The usefulness of our proposed procedure is illustrated with an example. Copyright Springer-Verlag Berlin Heidelberg 2014

Suggested Citation

  • 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.
  • Handle: RePEc:spr:compst:v:29:y:2014:i:5:p:1083-1094
    DOI: 10.1007/s00180-014-0481-6
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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. 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.
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    4. 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.
    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. 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.
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