A note on comparing several variances with a control variance

Parminder Singh, Anju Goyal and A.N. Gill

Statistics & Probability Letters, 2010, vol. 80, issue 23-24, 1995-2002

Abstract: Consider the problem of comparing variances of k populations with the variance of a control population. When the experimenter has a prior expectation that the variances of k populations are not less than the variance of a control population, one-sided simultaneous confidence intervals provide more inferential sensitivity than two-sided simultaneous confidence intervals. But the two-sided simultaneous confidence intervals have advantages over the one-sided simultaneous confidence intervals as they provide both lower and upper bounds for the parameters of interest. In this article, a new multiple comparison procedure is developed for comparing several variances with a control variance, which provides two-sided simultaneous confidence intervals for the ratios of variances with the control variance and maintains the inferential sensitivity of one-sided simultaneous confidence intervals. Computation of the critical constants for the implementation of the proposed procedure is discussed and the selected critical constants are tabulated.

Keywords: Acceptance; sets; Comparisons; with; a; control; Critical; points; Directional; decisions; Simultaneous; confidence; intervals (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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