Modified Broemeling’s Method Confidence Intervals for the Ratio(B) of Total Variance in Two-Factor Nested Variance Components Model

• 발행기관: 한국자료분석학회
• 저자명: Kwan-Joong Kang Jae-Yong Lee
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.14 No.3, 1169~1178쪽, 전체 10쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2012.06.30

영문 초록

The confidence intervals for σ²B/(σ²A+σ²B+σ²C) are given in various forms by many authors in two-factor nested variance components model y_ijk=μ+A_i+B_ij+C_ijk. In this model, we can find out the confidence intervals for σ²A/(σ²A+σ²B+σ²C) and the confidence intervals for σ²C/(σ²A+σ²B+σ²C) by using Broemeling’s method of the confidence intervals for σ²A/σ²C and the confidence intervals for σ²A/σ²B. And by using those two confidence intervals for σ²A/(σ²A+σ²B+σ²C) and σ²C/(σ²A+σ²B+σ²C), we can find out a confidence intervals for σ²B/(σ²A+σ²B+σ²C). By the simulation results of those confidence intervals are not fit exactly for (1-a)% confidence intervals, and the ranges of width are wide to use for estimation and test. Thus, we gave a new modified confidence intervals for σ²B/(σ²A+σ²B+σ²C) by using those results of confidence intervals. And by the simulation results of the modified confidence intervals for σ²B/(σ²A+σ²B+σ²C) are better than those obtained by using Broemeling’s method of confidence intervals, and we can use for estimation and test.

목차

1. Introduction

2. Two-Factor Nested Variance Components Model

3. Confidence Intervals

4. Simulation Results

References

키워드

Modified confidence intervals Two-factor nested variance components model Variance component