CONFIDENCE INTERVALS FOR VARIANCE COMPONENTS USING NON-NORMAL DISTRIBUTIONS

Confidence intervals for variance components and functions of variance components in the random effects model under non-normality

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . viii CHAPTER 1. GENERAL INTRODUCTION . . . . . . . . . . . . . . . . . . . 1 1.1 One-way Random Effects ANOVA Model . . . . . . . . . . . . . . . . . . . . . 1 CHAPTER 2. REVIEW OF LITERATURE . . . . . . . . . . . . . . . . . . . . 5 2.1 The Statistical Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....

Mixture of Normal Mean-Variance of Lindley Distributions

‎Abstract: In this paper, a new mixture modelling using the normal mean-variance mixture of Lindley (NMVL) distribution has been considered. The proposed model is heavy-tailed and multimodal and can be used in dealing with asymmetric data in various theoretic and applied problems. We present a feasible computationally analytical EM algorithm for computing the maximum likelihood estimates. T...

Confidence Intervals : Three Views , and Non - normal Data

Finite Mixture Distributions with Skew Normal Components

This article has no abstract.

Coverage Probability of Confidence Intervals for the Normal Mean and Variance with Restricted Parameter Space

Recent articles have addressed the problem to construct the confidence intervals for the mean of a normal distribution where the parameter space is restricted, see for example Wang [Confidence intervals for the mean of a normal distribution with restricted parameter space. Journal of Statistical Computation and Simulation, Vol. 78, No. 9, 2008, 829–841.], we derived, in this paper, analytic exp...