Modified Moriguti-Bulmer’s Method on Confidence Intervals of Variance in One-Factor Components-of-Variance Model

• 발행기관: 한국자료분석학회
• 저자명: Kwan-Joong Kang
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.11 No.6, 2943~2954쪽, 전체 12쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2009.12.30

영문 초록

The confidence intervals for σ²A are given in various forms by many authors in one-factor components-of-variance model yij=μ+Ai+e ij. In this model, Moriguti(1954)-Bulmer’s(1957) method confidence intervals for σ²A are given by an asymptotic confidence intervals. By the simulation results of this confidence coefficients are not fit exactly for the given confidence coefficients and J is too large to use in the simulation. Thus, we would like to give one of the modified Moriguti(1954)-Bulmer’s(1957) method confidence intervals for σ²A in one-factor components-of-variance model. The simulation results, this modified confidence coefficients are better than those obtained by using Moriguti(1954)-Bulmer’s (1957) method confidence coefficients, and we can simulate when J is small.

목차

1. Introduction

2. One-Factor Components-of-Variance Model

3. Modified Confidence Intervals

4. Simulation Results

References

키워드

Modified confidence intervals One-factor components-of-variance model Variance component