In Heteroscedastic Simultaneous Inference, the Heteroscedastic Method II (Based on Healy's Two-Stage Sampling) is more Economical than the Original HM (Which is Based on Chatterjee's Sampling)

DOI10.1080/01966324.1994.10737376zbMath0822.62051OpenAlexW2000293011WikidataQ58117272 ScholiaQ58117272MaRDI QIDQ4842693

Makoto Aoshima

Publication date: 18 October 1995

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

Full work available at URL: https://doi.org/10.1080/01966324.1994.10737376

zbMATH Keywords

tablesasymptotic expansionsimultaneous confidence intervalssimultaneous inferencetwo-stage samplingtotal sample sizeheteroscedastic method IIupper percentile

Mathematics Subject Classification ID

Multivariate analysis (62H99) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Fixed-width simultaneous confidence intervals for multinormal means in several intraclass correlation models ⋮ The Heteroscedastic Method: Fifty+ Years of Progress 1945–2000, and Professor Minoru Siotani's Award-Winning Contributions

Cites Work

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• Two-Sample Procedures in Simultaneous Estimation
• On a General Selection Procedure for Multivariate Normal Populations: Asymptotic Approximation to Constants
• Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
• On the Non-Existence of Tests of "Student's" Hypothesis Having Power Functions Independent of $\sigma$
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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