不平衡两因素套设计模型中方差分量比的区间估计

李新民

系统科学与数学 ›› 2010, Vol. 30 ›› Issue (1) : 72-078.

PDF(345 KB)
PDF(345 KB)
系统科学与数学 ›› 2010, Vol. 30 ›› Issue (1) : 72-078. DOI: 10.12341/jssms08919
论文

不平衡两因素套设计模型中方差分量比的区间估计

    李新民
作者信息 +

Confidence Intervals on Ratios of Variance Components in Unbalanced Two-Fold Nested Designs

    LI Xinmin
Author information +
文章历史 +

摘要

给出了次样本容量相等时,不平衡两因素套设计模型中方差分量之比的广义区间估计.为了研究所得区间估计的优良性,并与Burdick, Birch and Graybill给出的修正大样本(MLS)方法进行对比,进行了模拟研究和分析.结果表明所得方法优于MLS方法,特别是在极端不平衡情形.

Abstract

In the paper, the unbalanced case of the two-way nested designs with equal subsampling is considered. Using the method of generalized confidence intervals introduced in Weerahandi(1993, 1995), a new method is proposed for constructing confidence intervals on ratios of variance components. To compare the resulted intervals with the Modified Large Sample (MLS) intervals by Burdick, Birch and Graybill (1986), a simulation study is conducted. The results indicate that the proposed method is better than the MLS method, especially for very unbalanced designs.

关键词

广义置信区间 / 覆盖率 / 方差分量.

Key words

Generalized pivotal quantity / coverage probability / variance component.

引用本文

导出引用
李新民. 不平衡两因素套设计模型中方差分量比的区间估计. 系统科学与数学, 2010, 30(1): 72-078. https://doi.org/10.12341/jssms08919
LI Xinmin. Confidence Intervals on Ratios of Variance Components in Unbalanced Two-Fold Nested Designs. Journal of Systems Science and Mathematical Sciences, 2010, 30(1): 72-078 https://doi.org/10.12341/jssms08919
中图分类号: 62F25   
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