Estimation of Multiple Contrasts Using T-distributions

作者: Olive Jean Dunn , Frank J. Massey

DOI: 10.1080/01621459.1965.10480814

关键词: Exact statisticsMathematicsConfidence intervalCredible intervalMultivariate t-distributionConfidence regionApplied mathematicsCDF-based nonparametric confidence intervalRobust confidence intervalsStatisticsConfidence distribution

摘要: Abstract Various methods based on Student t variates have been suggested and used for obtaining simultaneous confidence intervals several means, or contrasts among means. Determination of an overall level such involves evaluating the probability mass a multivariate distribution over hypercube centered at origin, with sides paralleling coordinate planes, bounds this mass. Since distributions involve many nuisance parameters, impossible number tables would be necessary in order to make exact intervals. In virtual absence tables, approximations become important. paper, attempt has made investigate adequacy certain [2], [5], [8] by computing some particular cases. These compared approximations. This paper is concerned two-sided intervals, rather than one-side...

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