Single-Stage Multiple Comparison Procedures Under Heteroscedasticity

DOI10.1080/01966324.1994.10737368zbMath0804.62063OpenAlexW1966679724WikidataQ58133105 ScholiaQ58133105MaRDI QIDQ4311940

Miin-Jye Wen, Hubert J. Chen

Publication date: 19 January 1995

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1994.10737368

zbMATH Keywords

numerical exampleGaussian quadraturecomparisons with a controlmultiple comparisonssimultaneous confidence intervals\(t\) distributionunknown meansunknown variancesbest normal populationindependent normal populationssingle-stage sampling procedurelargest normal mean

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Paired and multiple comparisons; multiple testing (62J15) Probabilistic methods, stochastic differential equations (65C99)

Related Items (6)

Single-stage sampling procedure for heteroscedasticity analysis of means ⋮ Multiple comparisons with a control in direction-mixed families of hypothesis under heterosced\-asticity ⋮ Single-stage analysis of variance under heteroscedasticity ⋮ Optimal confidence interval for the largest normal mean under heteroscedasticity ⋮ A Studentized range test for the equivalency of normal means under heteroscedasticity ⋮ An ANOVA test for the equivalency of means under unequal variances

Uses Software

• IMSL Numerical Libraries

Cites Work

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• Simultaneous confidence intervals for all distances from the best
• Alternative Models for the Analysis of Variance
• Single-stage interval estimation of the largest normal mean under heteroscedasnoty
• New Tables for Multiple Comparisons With a Control (Unknown Variances)
• On the Comparison of Several Experimental Categories with a Control
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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