Simultaneous fiducial generalized confidence intervals for the successive differences of exponential location parameters under heteroscedasticity

We present simultaneous fiducial generalized confidence intervals for the successive differences of the location parameters of several exponential distributions with unequal scale parameters, and show that they have correct coverage probability asymptotically. Our simulation results indicate that our proposed procedure performs better than the procedure of Maurya et al. (2011b).

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Year of publication:	2013
Authors:	Kharrati-Kopaei, Mahmood ; Malekzadeh, Ahad ; Sadooghi-Alvandi, Mohammad
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 6, p. 1547-1552
Publisher:	Elsevier
Subject:	Multiple comparisons \| Pivotal quantity \| Asymptotic coverage probability \| Simulation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011040020