Simultaneous Sequential Confidence Intervals of Fixed Widths for Several Means Using Bonferroni Inequality

نویسندگان

  • KIMMO E. E. RAATIKAINEN
  • Kimmo E. E. Raatikainen
چکیده

Sequentially constructed conndence intervals for a single mean are widely used to control the length of a simulation run. When the analyst is simultaneously interested in several response variables, the control of a simulation run needs sequential conndence regions. In this paper we examine asymptotic properties of sequentially constructed conndence regions based on the Bonferroni inequality. We also report empirical results when simultaneous conndence intervals for normal and transformed normal means are constructed.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Simultaneous Con dence Intervals for Linear Estimates of Linear Functionals

This note presents three ways of constructing simultaneous condence intervals for linear estimates of linear functionals in inverse problems, including \Backus-Gilbert" estimates. Simultaneous con dence intervals are needed to compare estimates, for example, to nd spatial variations in a distributed parameter. The notion of simultaneous con dence intervals is introduced using coin tossing as an...

متن کامل

Compatible simultaneous lower confidence bounds for the Holm procedure and other Bonferroni-based closed tests.

We consider the problem of simultaneously testing multiple one-sided null hypotheses. Single-step procedures, such as the Bonferroni test, are characterized by the fact that the rejection or non-rejection of a null hypothesis does not take the decision for any other hypothesis into account. For stepwise test procedures, such as the Holm procedure, the rejection or non-rejection of a null hypoth...

متن کامل

Controlling the Precision of Estimated Means in Interactive Simulation

The computing power of modern workstations has made it possible to simulate many queueing systems interactively. Recent development in simulation software has mainly concentrated on interactive facilities. Unfortunately the precision of estimates has widely been overlooked in interactive simulation. In this paper we propose a method for controlling the pre-cisions of estimated means during an i...

متن کامل

Bootstrap confidence intervals of CNpk for type‑II generalized log‑logistic distribution

This paper deals with construction of confidence intervals for process capability index using bootstrap method (proposed by Chen and Pearn in Qual Reliab Eng Int 13(6):355–360, 1997) by applying simulation technique. It is assumed that the quality characteristic follows type-II generalized log-logistic distribution introduced by Rosaiah et al. in Int J Agric Stat Sci 4(2):283–292, (2008). Discu...

متن کامل

Sequential Procedure for Simultaneous Estimation of Several Percentiles

Percentiles are convenient indices to characterize the entire range of the values of simulation outputs. However, they have only seldom been used in simulation studies. One of the reason has been the lack of sequential estimation procedures, which are needed to obtain estimates of predeened accuracy. In this paper we introduce a sequential procedure for estimating several percentiles simultaneo...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1992