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

Mahmood Kharrati-Kopaei, Ahad Malekzadeh and Mohammad Sadooghi-Alvandi

Statistics & Probability Letters, 2013, vol. 83, issue 6, 1547-1552

Abstract: 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).

Keywords: Multiple comparisons; Pivotal quantity; Asymptotic coverage probability; Simulation (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:6:p:1547-1552

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DOI: 10.1016/j.spl.2013.03.001

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