Confidence intervals on ratios of positive linear combinations of variance components
Naitee Ting,
Richard K. Burdick and
Franklin A. Graybill
Statistics & Probability Letters, 1991, vol. 11, issue 6, 523-528
Abstract:
In variance component models, the ratio [rho] is often of interest, where [rho] = ([Sigma]pq=1>kq[theta]q)/([Sigma]Qr=P+1kr[theta]r), kq0, kr\s>;0, and [theta]q, [theta]r are expected mean squares from an analysis of variance table, Q=1,..., P; r = P+1,..., Q. This paper pre methods for constructing approximate confidence intervals on [rho].
Keywords: Experimental; design; random; model (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations:
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(91)90118-B
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:11:y:1991:i:6:p:523-528
Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul
More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().