Confidence intervals on the ratio of expected mean squares \((\theta _ 1-d\theta _ 2)/\theta _ 3\) (Q1116583)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Confidence intervals on the ratio of expected mean squares \((\theta _ 1-d\theta _ 2)/\theta _ 3\) |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Confidence intervals on the ratio of expected mean squares \((\theta _ 1-d\theta _ 2)/\theta _ 3\) |
scientific article |
Statements
Confidence intervals on the ratio of expected mean squares \((\theta _ 1-d\theta _ 2)/\theta _ 3\) (English)
0 references
1989
0 references
Let \(n_ 1S^ 2_ 1/\theta_ 1\), \(n_ 2S^ 2_ 2/\theta_ 2\), and \(n_ 3S^ 2_ 3/\theta_ 3\) represent jointly independent chi-squared random variables. Three methods for constructing confidence intervals on the parameter \(\theta =(\theta_ 1-d\theta_ 2)/\theta_ 3\) are proposed and compared using numerical integration. Cases are considered where \(\theta\geq 0\) and where the sign of \(\theta\) is unknown. Recommendations are provided for selecting an appropriate method.
0 references
random models
0 references
jointly independent chi-squared random variables
0 references
constructing confidence intervals
0 references
numerical integration
0 references