Parametric bootstrap simultaneous confidence intervals for differences of means from several two-parameter exponential distributions

Juan Li, Weixing Song and Jianhong Shi

Statistics & Probability Letters, 2015, vol. 106, issue C, 39-45

Abstract: A parametric bootstrap method is proposed for constructing simultaneous confidence intervals (SCIs) for all pairwise differences of means from several two-parameter exponential distributions. The proposed SCIs are shown to have correct coverage probability asymptotically. Simulation studies show that, comparing with some existing methods, the proposed SCIs are generally closer to the nominal level and possess smaller volumes.

Keywords: Parametric bootstrap; Simultaneous confidence intervals; Two-parameter exponential distribution; Simulation (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2015.07.002

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