Testing powers of the ratio of variances of two normal populations with a common mean
From MaRDI portal
Publication:6564310
Cites work
- scientific article; zbMATH DE number 4178392 (Why is no real title available?)
- scientific article; zbMATH DE number 3998976 (Why is no real title available?)
- scientific article; zbMATH DE number 922035 (Why is no real title available?)
- scientific article; zbMATH DE number 5258059 (Why is no real title available?)
- A note on comparing several Poisson means
- A revisit to the common mean problem: comparing the maximum likelihood estimator with the Graybill-Deal estimator
- A unified approach to improving equivariant estimators
- Combining Unbiased Estimators
- Combining independent normal Sample means by weighting With their standard errors
- Confidence intervals for the ratio of two variances
- Equivariant estimation of common mean of several normal populations
- Estimating the ratio of two scale parameters: a simple approach
- Estimation of the Common Mean from Heterogeneous Normal Observations with Unknown Variances
- General dominance properties of double shrinkage estimators for ratio of positive parameters
- Improving on equivariant estimators
- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Inferences on the common mean of several normal populations based on the generalized variable method
- Inferences on the common mean of several normal populations under heteroscedasticity
- Jackknifing in the Presence of Inhomogeneity
- Noninformative priors for the normal variance ratio
- On some test statistics for testing homogeneity of variances: a comparative study
- On the Ratio of the Variances of Two Normal Populations
- On the estimation of a normal precision and a normal variance ratio
- On the estimation of a variance ratio
- On the invariant estimation of a normal variance ratio
- Point and confidence estimation of a common mean and recovery of interblock information
- Simple and accurate one-sided inference from signed roots of likelihood ratios
- Testing hypotheses about the common mean of normal distributions
- Testing on the common mean of normal distributions using Bayesian methods
- Testing on the common mean of several normal distributions
This page was built for publication: Testing powers of the ratio of variances of two normal populations with a common mean
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6564310)