Multivariate multistage methodologies for simultaneous all pairwise comparisons |
| |
Authors: | Nitis Mukhopadhyay Makoto Aoshima |
| |
Institution: | (1) Department of Statistics, University of Connecticut, 06269-3120 Storrs, CT, U.S.A.;(2) Department of Mathematics & Informatics, Tokyo Gakugei University, 4-1-1 Nukuikita, Koganei, 184 Tokyo, Japan |
| |
Abstract: | We consider the problem of constructing simultaneous fixed-width confidence intervals for all pairwise treatment differences
μ1−μ
J
, in the presence ofk(≥2) independent populationsN
p
(μ1,Σ), 1≤i≠j≤k. Appropriate purely sequential, accelerated sequential and three-stage sampling strategies have been developed and variousfirst-order asymptotic properties are then derived when Σ
pxp
is completely unknown, but positive definite (p.d.). In the two special cases when the largest component variance in Σ is
a known multiple of one of the variances or Σ=σ2
H where σ(>0) is unknown, butH
pxp is known and p.d., the original multistage sampling strategies are specialized. Under such special circumstances, associatedsecond-order characteristics are then developed. It is to be noted that our present formulation and the methodologies fill important voids
in the context of multivariate multiple comparisons which is a challenging area that has not yet been fully explored. Moderate
sample performances of the proposed techniques were very encouraging and detailed remarks on these were included in Mukhopadhyay
and Aoshima (1997). |
| |
Keywords: | Multivariate normal fixed-width second-order analysis sequential procedure accelerated sequential procedure three-stage procedure |
本文献已被 SpringerLink 等数据库收录! |
|