Modified Broemeling’s Method on Confidence Intervals for the Ratio(A) of Total Variance in Two-Factor Nested Variance Components Model

• 발행기관: 한국자료분석학회
• 저자명: Kwan-Joong Kang
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.12 No.5, 2443~2455쪽, 전체 13쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2010.10.30

영문 초록

The confidence intervals for σ²A/(σ²A+σ²B+σ²C) are given in various forms by many authors in two-factor nested variance components model yijk=μ+Ai+Bij +Cijk. In this model, Broemeling’s(1969) method confidence intervals for σ²A/(σ²A+σ²B+σ²C) are given by an asymptotic confidence intervals. By the simulation results of this Broemeling’s(1969) method confidence coefficients are not fit exactly for the given confidence coefficients and the ranges are too wide to use for estimation and test. Thus, we would like to give one of the modified Broemeling’s(1969) method confidence intervals for σ²A/(σ²A+σ²B+σ²C) in this model. And by the simulation results, this modified confidence coefficients are better than those obtained by using Broemeling’s(1969) method confidence coefficients, and we show that this modified confidence intervals can use for estimation and test.

목차

1. Introduction

2. Two-Factor Nested Variance Components Model

3. Confidence Intervals

4. Simulation Results

References

키워드

Modified confidence intervals Two-factor nested variance components model Variance component