Modified Confidence Intervals Using Broemeling’s Results 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.13 No.6, 2781~2794쪽, 전체 14쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2011.12.30

영문 초록

The confidence intervals for σ²/(σ²A+σ²B+σ²C) are given in various forms by many authors in two-factor nested variance components model y_ijk=μ+A_i+B_ij+C_ijk. In this model, Broemeling found out the confidence intervals for σ²A/σ²C, the confidence intervals for σ²A/σ²B and the confidence intervals for σ²/(σ²A+σ²B+σ²C). But the simulation results of those confidence intervals for σ²/(σ²A+σ²B+σ²C) don’t fit exactly and the ranges are too wide to use for test and estimation. Thus by using those two results of confidence intervals for σ²A/σ²C and σ²A/σ²B, we found out a new modified confidence intervals for σ²/(σ²A+σ²B+σ²C). By the simulation results, we showed that our modified confidence intervals are better than those obtained by using Broemeling’s results of confidence intervals for σ²/(σ²A+σ²B+σ²C) and we can use for test and estimation.

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