Estimating the Difference of Two Normal Means

  • M. Aimahmeed (Kuwait University) ;
  • M. S. Son (University of Vermont) ;
  • H. I. Hamdy (Kuwait University & University of Vermont)
  • 발행 : 2000.04.01

초록

A three stage sampling procedure designed to estimate the difference betweentwo normal means is proposed and evaluated within a unified decision-theoretic framework. Both point and fixed-width confidence interval estimation are combined in a single decision rule to make full use of the available data. Adjustments to previous solutions focusing on only one of the latter objectives are indicated. The sensitivity of the confidence interval for detecting shifts in true mean difference is also investigated Numerical and simulation studies are presented to supplement the theoretical results.

키워드

참고문헌

  1. Journal of Royal Statistics Society, B v.15 Sequential estimation Anscombe, F.J.
  2. Applies Statistics v.33 Comparing the mean of two independent samples Barnard, G.A.
  3. Bayesian Inference in Statistical Analysis Box, G.E.P.;G.C. Tiao
  4. Annals of Mathmatical Statistics v.21 Some two-sample tests Chapman, G.G.
  5. Annals of Mathmatical Statistics v.10 Bounded regret of a sequential procedure for estimation of the mean Chow, Y.S.;Martinsek, A.T.
  6. Annals of Mathmatical Statistics v.36 On the asypototics theory of fixed width sequential confidence intervals for the mean Chow, Y.S;robbins, H.
  7. Annals of Statistics v.9 On the performance of a sequential procedure for the estimation of the mean Chow, Y.S.;Yu, K.F.
  8. Sequential Analysis v.9 An adaptive biased coin design for the Behrens-Fisher problem Eisele, J.R.
  9. Journal of the American Statistics Association v.70 A two-stage procedure for the Behrens-Fisher problem Ghosh, B.K.
  10. Journal of the American Statistics Association v.70 On the distribution of the difference of two t-variables Ghosh, B.K.
  11. Annals of Statistics v.8 Sequential point estimation of the difference of two normal means Ghosh, M.;Mukhopadhyay, N.
  12. Sankhya, A v.43 Consistency and asymptotic efficiency of two-stage and sequential estimation procedures Ghosh, M.;Mukhopadhyay, N.
  13. Biometrika v.41 Two-stage procedures for estimating the difference between means Ghurye, S.G.;Robbins, H.
  14. Annals of Statistics v.9 Asymptotic theory triple sampling for sequential estimation of a mean Hall, P.
  15. Sandinavian Journal of Statistics v.15 Remarks on the asymptotic theory of triple stage estimation of the normal means Hamdy, H.I.
  16. Annals of Institute Statistical Mathematics v.40 Triple stage point estimation for the exponential location parameter Hamdy, H.I.;Mukhopadhyay, N.;Costanza, M.C.;Son, M.
  17. Statistics v.28 A certain Accelerating sequential procedure to construct simultaneous confidence region : The exponential case Hamdy, H.I.;Almahmeed, M.;Al Zalzala, Y.
  18. Metrika v.30 Sequential estimation of the difference between the means of two normal populations Hayre, L.S.
  19. Biometrika v.62 Optimal allocation in sequential tests comparing means of two Gaussian polulations Louis, T.A
  20. Journal of the American Statistics Association v.83 Negative regret, optimal stopping, and the elimination of outliers Martinsek, A.T.
  21. Sequential Analysis v.4 A ote on three stage and sequential point estimation procedures for a normal mean Mukhopadhyay, N.
  22. Sequential Analysis v.6 Three-stage point estimation procedures a normal mean Mukhopadhyay, N.;Hamdy, H.I.;Al Mahmeed, M.;Costanza, M.C.
  23. Communication Statistics v.15 A solution to the Behren-Fisher problem Nel, D.G.;Van der Merwe, C.A.
  24. Trabajas Estadis. Investigation Oper. v.24 A two-stage procedre for estimating the difference between the mean vectors of two multivariate normal distributions O'Neill, R.T.;Rohtgi, V.K.
  25. Journal of the India. Statistical Association v.2 The Behren-Fisher problem and its Bayesian solution Patil, V.H.
  26. Annals of Mathematical Statistics v.38 A sequential analogue of the Behrens-Fisher problem Robbins, H.;Simons, G.;Starr, N.
  27. In Probability and Statistics Sequential estimation of the mean of a normal polulation Robbins, H.
  28. Annals of Mathmatical Statistics v.14 On solutions of the Behrens-Fisher problem based on the t-distribution Scheffe, H.
  29. Journal of the American Statistics Association v.65 Practical solutions of the Behren-Fisher problem Scheffe, H.
  30. Annals of Mathmatical Statistics v.39 On the cost of not knowing the variance when making a fixed width confidence interval for the mean Simons, G.
  31. Journal of the Royal Statistical Society, B v.32 On a sequential analogue of the Behrens-Fisher problem Srivastava, M.S.
  32. Annals of Mathmatical Statistics v.16 A two sample test for a linear hypothesis whose power is independent of the variance Stein, C.
  33. Sequential Analysis Wald, A.
  34. Annals of Statistics v.13 Asymptotic local minimxity in sequential point estimation Woodroofe, M.
  35. In New Perspectives in Theoretical and Applied Statistics Asymptotically optimal sequential point estimation in three stages Woodroofe, M.