Confidence Intervals in Two Variance Components Mixed Model

• 발행기관: 한국자료분석학회
• 저자명: Kwan-Joong Kang
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.4 No.3, 245~252쪽, 전체 8쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2002.09.30

영문 초록

In the two variance components mixed model, Y = Xβ + ZA + e , where Y(nx1) is a random vector, X(nxp) is a known matrix with rank p, β = ( β₁, β₂, ..., β_p ) , β₁, β₂, ..., β_p are unknown parameters. A and e are mutually independent normal random vectors with zero means, Z is known matrix. The confidence intervals for variance σ²_A by using Tukey-Williams method s is given by Ofversten (1993). This article shows that the probability ranges of confidence intervals for σ²_A are equals and whether greater than 1- α or not in the two variance components mixed model.

목차

1. Introduction

2. Two Variance Components Mixed Model

3. Confidence Intervals

References

키워드

Variance component confidence intervals two variance components mixed model probability ranges