IDEAS home Printed from
   My bibliography  Save this article

Inferences on the common mean of several normal populations under heteroscedasticity


  • Ahad Malekzadeh

    () (K. N. Toosi University of Technology)

  • Mahmood Kharrati-Kopaei

    () (Shiraz University)


Abstract In this paper, we consider the problem of making inferences on the common mean of several normal populations when sample sizes and population variances are possibly unequal. We are mainly concerned with testing hypothesis and constructing confidence interval for the common normal mean. Several researchers have considered this problem and many methods have been proposed based on the asymptotic or approximation results, generalized inferences, and exact pivotal methods. In addition, Chang and Pal (Comput Stat Data Anal 53:321–333, 2008) proposed a parametric bootstrap (PB) approach for this problem based on the maximum likelihood estimators. We also propose a PB approach for making inferences on the common normal mean under heteroscedasticity. The advantages of our method are: (i) it is much simpler than the PB test proposed by Chang and Pal (Comput Stat Data Anal 53:321–333, 2008) since our test statistic is not based on the maximum likelihood estimators which do not have explicit forms, (ii) inverting the acceptance region of test yields a genuine confidence interval in contrast to some exact methods such as the Fisher’s method, (iii) it works well in terms of controlling the Type I error rate for small sample sizes and the large number of populations in contrast to Chang and Pal (Comput Stat Data Anal 53:321–333, 2008) method, (iv) finally, it has higher power than recommended methods such as the Fisher’s exact method.

Suggested Citation

  • Ahad Malekzadeh & Mahmood Kharrati-Kopaei, 2018. "Inferences on the common mean of several normal populations under heteroscedasticity," Computational Statistics, Springer, vol. 33(3), pages 1367-1384, September.
  • Handle: RePEc:spr:compst:v:33:y:2018:i:3:d:10.1007_s00180-017-0789-0
    DOI: 10.1007/s00180-017-0789-0

    Download full text from publisher

    File URL:
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

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

    References listed on IDEAS

    1. repec:bla:jorssb:v:79:y:2017:i:5:p:1601-1618 is not listed on IDEAS
    2. 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.
    3. 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.
    4. Chang, Ching-Hui & Pal, Nabendu, 2008. "Testing on the common mean of several normal distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 321-333, December.
    Full references (including those not matched with items on IDEAS)


    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:spr:compst:v:33:y:2018:i:3:d:10.1007_s00180-017-0789-0. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Mallaigh Nolan). General contact details of provider: .

    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 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.

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

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.